When you were beginning your freelance career and received rejections from editors (one-liner's that basically say "No, but thanks for thinking of us."), did you send an e-mail back saying "thank you for responding" or would editors rather you didn't respond to a rejection?
I always, always write an editor back and thank him or her for responding. Hell, I'd do it even if she just sent me a note saying, "NO." I've never heard that editors find this annoying, and frankly, I think it's the courteous thing to do. Think of it this way: you don't know them, they don't know you. You send them an unsolicited note, which, while technically part of their job to read, really isn't a requirement since you're a stranger, and they not only take the time to read it, they actually respond. The polite thing to do is let them know that you appreciated their time. Yeah, yeah, I know you're reading this and thinking, "hey, they're not doing me any favors by replying to a query, since it's the least they can do," and you're not wrong. But what I'm saying is that since plenty of editors DON'T reply to unsolicited emails, it's nice to genuinely thank the ones who do.
Besides, you can never go wrong by being unfailingly polite....regardless of the situation or industry. In fact, I'd use your thank you note to let this editor know that you not only appreciate his or her feedback and time, but that you'll also be in touch again with new ideas. This forces you to get your rear in gear and generate another query, and also gives him or her the heads-up that you'll be emailing again. This time, maybe you won't be considered such a stranger.
Btw, this same logic applies to agent queries as well. Even if an agent sent me a flat-out form rejection, I'd shoot back a quick note saying, "Thanks for your time. I really do appreciate the response." And you know what? I remember doing this for Jennifer Jackson of the Maass Agency, and the next day, she blogged about how that week she'd gotten thanked from a few writers whom she'd rejected and how professional and courteous we were. So...that's straight from the agent's mouth. It never hurts to leave a good impression, even if they're the ones who are kicking you to the curb.
Anyone else always thank the very people who are rejecting them?