>>1800235because thameslink is a commuter rail service, designed to transport people from suburbs and dormitory towns into skyscrapers where they form the bedrock of the global economy (making debt instruments too complex to be understood and selling them to each other, thus generating value somehow). thameslink isnt its own separate THING, as it was formed by the usual process of upgrading existing lines and services, and glomming old/disused lines together, and calling the service that runs on top of those new/upgraded lines "thameslink".
crossrail, on the other hand, was built to relieve capacity on the current transit modes that people use to get across london, most notably the Central line on the underground. so the central core section is a brand-new, purpose-built, high-frequency shuttle between important interchanges. the branches to the outer sections then serve commuter towns that are either busy or going to be busy (thus needing transit links), as well as the Canary Wharf financial centre and the country's busiest airport.
tldr. crossrail is more of an RER-like service, unlike the thameslink commuter-rail service. they're similar but, different enough for it to matter.