Your living in a free society thanks to veterans and the military. If not for them, you would know what hell on earth is like. We veterans have spent our time in hell so you and future generations don't have to live in fear of people like Hitler and many others. This is more than enough reason to thanks all veterans- your freedom!
Oh yeah, I should seek the next best Wehrmacht soldier and thank him that his army lost and that I can be free now. Or maybe I should write to a russian soldier and tell him that I'm extremely grateful that I could spend four years of my life under an oppressive puppet regime of Soviet Russia.

Honestly - you don't join the military for being a hero. You either join because you have to or because you're desperate or because want to defend whatever
you believe in.
But not for gratitude.
It's just luck or coincidence for me that things are how they are. And if they were different - well, I can adapt...
The only thing I ever want to say to a soldier is "Can you tell me some stories?"