Yeah of course, what’s wrong about being polite? It’s a service industry, but if you want relational rather than a transactional experiences, then some words like “thanks for the nice evening/seeing me/almost killing me” won’t do any harm. Doesn’t need to be stilted or when your endorphins are still running wild.
I’m actually quite introvert, so I just texted one of my recent girls a quick thank you after I left. Received a really lovely personal response the next morning.
Even if you have no intention of returning, small gestures of appreciation are important I believe - maybe the next punter will thank you…