There's no direct link between wheel strength and thru-axles. Wheel strength comes from things like flange diameter/ spacing, spoke count/diameter etc
The advantage you can get from thru-axles is that they tie the left and right side of the fork/frame together more rigidly, which makes the frame/fork overall stiffer.

A thru-axle wheel may well be stronger, but not b/c its a thru-axle.