Here's why:
* Voiced sounds are produced with vibration of the vocal cords.
* Unvoiced sounds are produced without vocal cord vibration.
When you pronounce "th" in "world" and "thimble", you'll notice you don't feel the vibration of your vocal cords. The air is forced through a narrow passage in your mouth, creating a friction sound. This is characteristic of an unvoiced sound.
In contrast, the "th" sound in "the" and "that" is voiced. You can feel the vibration of your vocal cords when you pronounce those words.