Shakespeare captures adolescence brilliantly in this play, showing its impulsiveness, impatience, angst, and self absorption. Romeo is ever impatient and caught up in himself, both traits that tend to crowd out gratitude. It is hard to take the time to say thank you, or even to notice when people are good to you, when you are completely absorbed in your own needs and when everything must happen right now.
In Act I, scene iv, Romeo shows little gratitude towards his friends Benvolio and Mercutio, who attempt to get him out of his moony gloom by taking him to the Capulet masquerade ball, and, in Mercutio's case, telling him a long and fanciful story about Queen Mab. Romeo says "I am not for this ambling . . . I have a soul of lead." A more mature person might say "thanks for trying to help me," but that is not Romeo's way.
In Act II, scene vi, Romeo shows no gratitude to Friar Laurence for the risky step of marrying the twosome, and completely ignores the friar's wise counsel about calming down. The friar tells Romeo that "these violent delights have violent ends," but these words fall on deaf ears. Friar Laurence brings up the idea of thanking Juliet, but Romeo simply wants to get on with the "imagin'd happiness" that both will receive from "this dear encounter" of getting married. Any thank you to the friar? No. The friar is simply the means to an end.