Some women wear thongs for comfort and others wear them for the appearance of the thong. Some women just like them.
Women who cite comfort as the reason say thongs do not give the wedgie effect and that weight gain does not make thongs feel tight around the legs.
Women who cite appearance as the reason for wearing a thong mention the fact that there is no panty line with a thong and that men like the way thongs look, making the wearers feel attractive.
Note that there is a flip-flop style shoe called a thong, which is, like thong underwear, also worn for both comfort and appearance.