Even saying "thank you" to a soldier carries a political message, since you wouldn't say: "thank you for the fact that our nation has abused you by sending you to fight a worthless and unjust war."
It's not as overt a political message as many of our other national fetishes, but it is an interesting conversational implicature.
Unfortunately, it's not clear what else one could say, and in the absence of an easy alternative, I see no reason why one couldn't just say "thank you." There is definitely a sense in which the troops deserve respect, even if you consider the majority of them to be victims, as I do. Sadly, our nation has again produced honest to god war criminals, but these are a minority, and though many of the rest support the war, that makes them no more culpable than our many friends and relatives who support it.
(This is prompted by a carolina support the troops organization which bills itself as non-partisan. My initial thought was "I have a bridge to sell these people," but their web presence and the articles about them really do make it appear that they are as non-partisan as a support the troops organization can be. Pointing out the presuppositions of saying "thank you" to the troops is the most loaded thing they do as far as I can tell).