The problem is … the thru axle doesn’t really support any load in the vertical direction. The axle inside the hub (which is truly an axle) supports that load path.
For the most part, thru axles serve only to provide a clamping force to (by friction) affix the end caps to the fork to hold the wheel in place. And the clamping force of a QR skewer system typically provides a stronger clamping force.
To understand why, you have to understand the hub internals.
This guy summarizes it well.
BUT, through axles are effective to counter the reactive force that happens with disc brakes, which tend to pull the wheel out of the dropouts, and also offer more precise and consistent placement of the axle in the dropouts … both important for disc brakes.