A good debit or credit card will not have foreign transaction fees. And 3% cash back on travel and dining mitigates most of the local vendors' fees. On the subject of rent, I'm actually surprised landlord's want or even let you transfer cash into their bank account. Most countries I have lived in outside of the US, the landlords insist on only cash (wonder why ... lol).
Are you russian? Does this apply to you? The irony is I have lived in Russia, I happen to have a Russian bank account, and speak fluent Russian. So go ahead and make your baseless assumptions. Typical for people in expat forums to be malcontents.
So you have explained why a bank account is necessary. Great. Now can you explain why a THAI bank account is necessary? My US bank account is perfectly sufficient for living in any of the 8 countries I have lived in - including Thailand. US debit or Visa card works just as well in thailand as any other. It's not hard to find cards with no foreign transaction fees. Likewise, my bank charges no ATM fees AND pays the other bank's fees. I can think of zero reason I'd ever need a bank in thailand. Even if you want to hold thai currency, you can do that with revolute or wise.
To echo what others have already said here, I strongly suspect the embassy wants your employer to provide a basic letter stating your name, title, company name and contact, and the fact that you are currently employed in this capacity. Should be dated and signed by hr official.