Shaving body hair does not make it grow back in thicker. It's a common misconception that shaving body hair will result in thicker, darker hair. Shaving removes hair from the surface and does not affect the hair follicle, which is what determines the thickness of a person's hair.
The reason people believe shaved hair returns thicker and darker is the blunt way in which a razor removes the hair. As the hair regrows, the stubble appears thicker than the original hairs. The hair may also appear darker because it's more noticeable and is darker than the surrounding skin. The only thing that can change the thickness of hair is to alter the hair follicles beneath the skin.