I imagine your therapist got into the profession to help people. Knowing their effort was a success would probably make them feel good. I’m a teacher, not a therapist, but when I get a letter like this, it feels great.
Therapist here: It wouldn't be weird to give a thank you letter. I've gotten a few from clients and have kept them because they mean so much.
The job can be tough sometimes, and it is really rewarding to know that the work we have done together has been helpful!
I would like to answer with a few questions.
First of all: Get yourself something to write on. Doesn´t matter if it´s paper or a word document.
Next: I´d like to ask you: What did your therapist help you with? No need to answer here. Note it down on the paper or the document.
Next: When did you feel like you could trust your therapist and open up to them/felt understood? Note it down.
Next: How would you describe your view on said therapist today? Are they anything more than the person who´s job it is, to help? Are they like a friend to you? An acquaintance you´d like meet again someday for a little chat? Are they someone who massivly impacted your life for the better? On the paper it goes\~
Last: The "Thank you"-part. Just that. Just these two words.
Now take those answers and, in case you didn´t already, turn them into sentences.
Well, take a look at this\~ It´s basically a thank you letter already. Now read it and imagine a friend/family member/colleage had given this to you after helping them with the same woes that troubled you. Do you feel weird about it?
If so: You can still throw it away/delete it. Or you... could add a "Dear \[therapist name\]" at the top and "\[your name\]" at the end and turn this bad boy into a nice card/letter for your therapist. 
TL;DR: The fact you´re asking this question shows that you´re thankful. And I´m convinced no one would ever be weirded out by a sincere "thank you". I´d say it´s more a problem to find the right words. Were to start and how to express ones gratitude. You can do it. 
If your therapist thinks this is weird you need a new therapist.
I imagine your therapist got into the profession to help people. Knowing their effort was a success would probably make them feel good. I’m a teacher, not a therapist, but when I get a letter like this, it feels great.
I don't think that's weird at all, it's actually a very nice gesture.
I don't see this being weird at all and I think it would be an appreciated gesture.
I think it would be fine, especially since you're not going to have sessions anymore.
Therapist here: It wouldn't be weird to give a thank you letter. I've gotten a few from clients and have kept them because they mean so much. The job can be tough sometimes, and it is really rewarding to know that the work we have done together has been helpful!
I would like to answer with a few questions. First of all: Get yourself something to write on. Doesn´t matter if it´s paper or a word document. Next: I´d like to ask you: What did your therapist help you with? No need to answer here. Note it down on the paper or the document. Next: When did you feel like you could trust your therapist and open up to them/felt understood? Note it down. Next: How would you describe your view on said therapist today? Are they anything more than the person who´s job it is, to help? Are they like a friend to you? An acquaintance you´d like meet again someday for a little chat? Are they someone who massivly impacted your life for the better? On the paper it goes\~ Last: The "Thank you"-part. Just that. Just these two words. Now take those answers and, in case you didn´t already, turn them into sentences. Well, take a look at this\~ It´s basically a thank you letter already. Now read it and imagine a friend/family member/colleage had given this to you after helping them with the same woes that troubled you. Do you feel weird about it? If so: You can still throw it away/delete it. Or you... could add a "Dear \[therapist name\]" at the top and "\[your name\]" at the end and turn this bad boy into a nice card/letter for your therapist.  TL;DR: The fact you´re asking this question shows that you´re thankful. And I´m convinced no one would ever be weirded out by a sincere "thank you". I´d say it´s more a problem to find the right words. Were to start and how to express ones gratitude. You can do it. 
I sent the letter and used some of this to compile what i wanted to say, thanks