The "Thank you" here is not actually one, it's an "Otsukare sama desu" a japanese custom that can mean thank you for your hard work, but I guess here is more like a polite way of telling the boy she went home without waking him up.
Also she's a shy one, so waking him up might have been too much...
I don't even answer my old friends anymore, and I too love corners and tight places, maybe by restricting the area around us can we feel safe or something