That most likely is due to you being fixated on your thumb. We can and do consistently wire our nervous systems, and in this case you've probably wired yours to produce a pain sensation in your thumb.
In a nutshell, this is how chronic pain works. There most likely is nothing physically wrong with your thumb.
It's highly innervated (sensitive) and it's cartilaginous. Cartilage is mostly nonvascular, meaning that it doesn't have blood flow to it, and which also means healing takes forever.
Because it tends to hurt for a while due to the actual physical trauma, our nervous systems also tend to send the pain messaging well after the actual trauma, even if healing has taken place. This specific pain presentation is a form of chronic pain (mostly a nervous system disorder) that is usually onset by some sort of physical trauma.