That is my experience as well. Back in my mountain bike racing days I remember that it seemed like the thin latex ones flatted less, but that was in an environment without glass or tire wires where pinch flats were most common.

I tend to prefer thinner tubes and tend to pick ones on the small side for the tire in question, sometimes even just a bit outside the range they are listed for. I figure that way they are lighter and the tires easier to mount. As a bonus save a bit of space in the tool bag. I accept the cost of having to pump them up more frequently.