Embassy asked me the same thing. I did my non immigrant O visa in Ottawa. I sent them a letter from my in-laws stating that I would stay at their home for my whole trip. 24 hours later I had my visa approved.
If you know someone in Thailand you can ask them a letter with ID picture sayin you will be staying at their home. That's what I did and 24 hours later I was approved.
exact same for me: applied for a non-imm (O) on the 1st, on the 16th they asked for a proof of accomodation for my whole trip, and got my visa this afternoon. Ottawa embassy in Canada.