A professional turner taught me to turn the bowls thin so as to relieve some of the stresses that cause cracking. The bowls will warp and have imperfect shapes. I like the rustic/aged look that this gives and the woods natural contribution to its final shape that this gives. It also suits me because I do not have the necessary patience for rough turning and waiting until later to do the finish turning. Thinner walls can be a challenge since the spinning wood will start to distort as the walls get thinner.
It is really a matter of personal preference and depends on the look that you are going for. Turning the bowl to a rough shape and putting in wood shavings to dry is a tried and true process that many prefer.
Your bowl is well done and the finish looks great. The thicker walls look good to me. Great job!