Well, she really had no choice. Our offices are locked and you need key card to get in. It would have been a lot worse for her to somehow regain access to our office space and wonder around trying to figure out where each of our desks was (probably 5-6 people interviewed her).
However, maybe you're saying she should have left and then mailed them. And yeah, I agree. In fact, another interviewer and I commented on it, especially the fact that she was (apparently) sitting there writing out six of these things in our lobby immediately after the interview.
Like I said, though, a TY note (or lack thereof) doesn't make any difference to me as an interviewer. I'm hiring for a professional position. You're either qualified and I feel that you have the ability to do the job or not. If so, then the lack of a TY note isn't going to suddenly make me not want to hire you. And vice versa.
In point of fact, we did not hire her as she turned out not to be the best candidate we interviewed, thank you note notwithstanding.