That might also be a bug. I've helped enough people in Riften, and purchased a house, and have an entry in my quest log telling me to talk to the Jarl, but I don't get any Thaney dialog options when I do.
You are just not Thane material... they have standards... JK. lol.
You become a Thane after a certain event. I forget what it is... Though, there is little "glory" in it. It is not like they throw a parade, or even send you a holiday card, or give you a fruit-basket... It is like, Oh, you are are now my thane, let me tell the guards, so you don't get treated like the normal criminal scum.