It is not necessary to send a thank-you note to guests who attended an event. However, there is nothing that says it is bad manners to send one.
Thank-you notes are appropriate to acknowledge a gift. Everybody likes receiving a handwritten note, so sending guests a note after attending an event would be a nice gesture. They gave the gift of their time.
The only time it is not appropriate to send a thank-you note is in response to another person's thank-you note. Etiquette is all about keeping life from getting awkward. When someone receives a thank-you note for writing a thank-you note, it leaves the recipient wondering what to do in response.