Hi Greyson,
Some women are more aggressive in their approach to online dating. Sending you a message before matching with you is a way they can get ahead of everyone else and be more proactive.
Online dating has given people who would not normally be this aggressive when it comes to romance the opportunity to be so due to its relative anonymity.
You don’t have to respond with a thank you to these women. It can get a little tedious after a while if you were to continue responding to them in this way, and some may actually start trying to engage in conversation with you in the hopes of changing your mind.
Just ignore the message.
You aren’t obligated to respond. They are well aware that by taking a chance on messaging you without having matched with you first, they increase the chances of not getting a response from you due to a lack of interest.