In a Cormac McCarthy novel, the rain isn't thin or drizzling, but thin and drizzling. Never use one modifier when two redundant ones are available. It's a style that parodies itself.

It's also often beautiful, but surely he's among the most overrated 'great' living authors?

Like, I can just read Faulkner. All good.

More than his prose, I admire his (capital-R) Romantic eye for the grotesque as a critique of rationality (a tradition that goes back to Goya).

Some other things that are described as 'thin' in McCarthy's Blood Meridian:
--a line of scrub
--elbows
--a man
--white walls
--a line of pale walls
--trees (which are 'thin and green and rigid')
--a rim of whiskers
--a line of dust
--a neck
--a frieze of mounted archers

Let's be honest: he just likes adding the word 'thin' as a descriptor because it sounds cool. Some other thin things in Blood Meridian: 'air', 'a little man', 'flaring shadows' (or, precisely, 'thin and flaring shadows'). It's a schtick, for better or worse.