I don't think thank you letters matter much, especially for Wharton's interview format this year. However, I still sent a thank you letter just to be polite and be on the safe side.
I personally don't care whether I get a thank you letter whenever I interview people. There are people out there who care a lot or even too much though. My wife's coworker didn't like a candidate just because he sent a thank you letter 1 minute after the interview via his blackberry (she thought he was insincere). Another one, who was an English major, was making a big fuss about misplaced punctuation marks on a thank you letter. And yes, of course I've heard of complaints where interviewers weren't getting thank you letters when they expected to get one.
Conclusion: to be on the safe side, write one and make sure it's written well. But again, I don't think you should stress out if you didn't write one after your Wharton interview.