Queues at immigration are long and snakey enough as it is. Don't need trolleys and all that cluttering it up further. Also, the wait at immigration usually gives the baggage monkeys time to get luggage to the carousel. Otherwise you'd be waiting at the luggage carousel, then waiting at immigration and/or customs. Only the British would enjoy all that queueing. Also, I'm guessing that once you've passed through immigration you have officially entered the country for customs/declarations purposes.
In your case, you'll definitely have to go and fetch your bags and check them in again. Can you contact Turkish Airlines and ask them if the Thai dep tax is included in your ticket.