Thyme is an herb, and there’s no reason not to include herbs as part of a healthy Paleo lifestyle. They’re delicious and they confer a number of health benefits.
Thyme in particular is one antioxidant powerhouse. It has even proven effective in protecting corn oil from oxidation when exposed to high heat. We still don’t recommend eating corn oil, even with thyme, but it’s a significant indicator of the benefits this little plant can confer when added to your Paleo dish, especially with butter or olive oil.
Mark Sisson has a whole post on the health benefits of herbs, including thyme.