"Thanks, man" or any phrase tacked on with "man" generally is not used with regards to women. If you hear it used that way, then you are right to think it's strange or uncommon.
As people here have mentioned, "man" can be used as an exclamation e.g. "Man, what a view we have from the top of this mountain!" or "Man, that's a lot of money", but the word doesn't really carry any gender with it in that context.
To refer to men/women together, "guys" is of course common. "Have a good night, guys."
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