A thin bodied oil is one that is any light lubricant you can easily saturate your shop rag with. I've used light lubes of many different kinds to clean off grease and other gunk from most anything. Including bicycle chains. Many times it was a can of WD-40 that was close by. And that is a mixture of both lubes and solvents.

But put them on a rag if your only intention is to clean the lube or gunk off the side plates of a chain. If you spray or drip it on, then you are probably replacing the better lube in the places that can't be seen. And those unseen places are where the lube is actually needed.