If I remember correctly uracil is more easily made than thymine. It was also widely present before thymine was. So it would make sense for all kinds of nucleic acids other than DNA to have uracil. DNA has thymine because it allows for the proofreading of cytosine (which can be deaminated and form uracil). Because RNAs are all temporary, there isn't much of a need for a proofreading mechanism for them and hence no need for incorporation of thymine.