Yeah, thongs are uncomfortable. Girls may claim they aren't, but that's just to justify wearing the silly thing. They are however a must if you wear thin garments at a party, or during the summer. And they do not make the same panty-lines.
But you may as well have asked: Why do women wear make-up? Why do they wear stilettos? Leatherboots? Jewels? Miniskirts? Because it gives them power over men 😄