@Ragman,
Well, I would have to temper your answer with asking the OP what his/her age is, and what the sisters age is.
Perhaps the sister is trying to educate a younger person in the art/skill/etiquette of expressing a simple "thanks" when someone does something nice for someone else.
I would ask the OP what problem they have with expressing a single word, "thanks" when anyone, not just their sister, does something of service for them.
i.e. when someone holds a door open for me, I wouldn't think of not saying "thanks" to them, rather than just walk through. In return though, I would (and do) find it rude, immature and selfish when someone doesn't even acknowledge someone elses actions.
In a nutshell, saying thanks is simply acknowleding that there are other people in the world besides you, and someone else just made your way in this world a little easier, and more pleasant.
Why wouldn't you want to thank them for that?