Thanks for sharing this has no finite verb. Therefore there is no actual tense expressed in this phrase. The sharing could have taken place in the past, be taking place now, or take place in the future.
What is expressed is one's current thanks for an event of sharing.
Without an adverb expressing when the "sharing" occurs, we don't know when it does/did/will do. If you attach an adverb, the adverb tells you when the sharing happened.
1 Sharing the pie with you last week was terrific!
The sharing was in the past
We certainly would not say, in general
2 *Having shared the pie with you last week was terrific!
Now, consider two people walking toward the kitchen to get a pie. The pie has not yet been shared, but one can say
3 Sharing the pie with you is going to be terrific!
We certainly wouldn't say
4 Will be sharing the pie with you is going to be terrific.
So, consider all the following:
Thanks for sharing the pie with me (last week).
Thanks for sharing the pie with me (right now).
Thanks for sharing the pie with me (when we get to the kitchen and eat It.)
Sharing the pie with you (yesterday) was fun.
Sharing the pie with you (right now) is fun.
Sharing the pie with you (tomorrow) will be fun.
So, to call sharing the "present progressive" is misleading. It can refer to the past:
Sharing the pie with Bill made me thirsty.
Sharing the pie with Bill will make me thirsty.
Note that you can say
Thanks for having shared the pie with me, and this refers to a sharing that took place in the past. Choosing between this and the non-finite Thanks for sharing... might depend upon the speaker or customary phrasing.