I would make that statement more specific by saying that thankful people don't ask for a lot of things for THEMSELVES. I ask God for a lot of things for other people. A lot of my prayers are for the health and safety of other people.
I pray very little for things that I want for myself. Right now I pray regularly that I'll get healthier and lose weight since I'm 60 and a diabetic on insulin. But it's been a long, long time since I regularly spent time thinking about what I could ask God for my own selfish desires. Partly because I've matured spiritually and partly because so many of the things in my life that were the most important to me were answered no.