Here's why:
* Pronouns are words that replace nouns. They refer to people, places, or things that have already been mentioned. Examples: he, she, it, they, this, that, etc.
* "Thing" is a noun. It is a general word that refers to an object or a concept.
While "thing" can sometimes function as a placeholder for a specific noun, it doesn't actually replace a noun in the same way that a pronoun does.