i don't know if anyone has noticed this or not but one time when i killed a conjurer i enthralled he said thank you as i killed him.
is this a really in depth part of the game or a glitch.

It's part of the game. What kinda tone was it in?

Cheers

It's not a glitch, it's not very nice to be resurrected into a zombie, y'know.

Yea i got that as well, i totally felt immersed then It was in a, well, a dying person's tone? Like "thank you.....*fading away*"

the tone of someone being released into long awaited death from suffering

Indeed, its definitely part of the game, as I had witnessed it as well. A necromancer enthralled a khajiit corpse before dying to me, and the undead also thanked me.

It's merely demonstrating the nature of necromantic magic