probably not but my wife feels that she is treated with more respect by immigration officials when they see her non-thai passport. especially during transfers at other airports
they wont ask and in any case: U.S. law does not mention dual nationality or require a person to choose one nationality or another. A U.S. citizen may naturalize in a foreign state without any risk to his or her U.S. citizenship. However, persons who acquire a foreign nationality after age 18 by applying for it may relinquish their U.S. nationality if they wish to do so. In
no need to and why make it more confusing for them than necessary. they dont care where she's going or coming from . the more info you give them, the more nitpicking they can get up to.
leave US with us passport but show thai if they ask why no visa. enter thailand on thai passport. leaving, show both to ticket agent but thai to immigration. if transferring thru other airport, show us. we do it every year.