Question

why is the bulb of a thermometer made of thin glass

Answer 1

its made of glass with very thin walls to allow the heat from sample being measured to reach the liquid quickly for fast response and quick reading (improves the quickness of response by the thermometer). ... — has a vacuum above the liquid column so there is no resistance to the expanding liquid.

Answer 2

the bulbs of thermometers are made of glass with very thin walls so that the heat from sample which is being measured reaches the liquid ( mercury) quickly for fast response of the thermometer