thankful (to do something) I was thankful to see they'd all arrived safely.
thankful (for something) He wasn't badly hurt—that's something to be thankful for.
I suppose that the first infinitive is the complement of thankful. See is preceding or the same time as the main clause.
The second infinitive is the post-modifier, Be thankful for is following or at the same time as the previous clause.
Does the syntactic difference make the semantic difference of infinitives?
(By any chance does the second infinitive contain the meaning of what one should do?)