Well personally I think its a bit extreme to have to cancel your cards without there being any fraudulent transaction actually being detected...I would have said well "forewarned is forearmed "to the financial institution concerned ,
"here are the travel dates in Thailand ;anything after this isn't mine give me a list of current transactions ,I'll check them and then we can all relax'
I live in HK; here they ring you if they are worried and check it WAS you who used the Visa card ie actually while i was in Vietnam...i don't know if you are from Australia ,like me ,but think that CC lot you mentioned were being a bit lazy letting you go through the motions and inconvenience so they didn't have to do any legwork or checking.
That said ,yes ,I agree,I mostly use my debit card in ATMs as cash is king in Asia!