I've tried a bunch of ANC earbuds over the years and all of them have had the thumping problem, some worse than others.
It seems that the earbuds with the least amount of thumping are ones where the skin contact surfaces are cushioned by silicone or some soft material. The Bose QCII are like this, and the thump is minimal, though still noticeable.
Bose Sport true wireless also have no thumping, but they're also not ANC.
The Sony Linkbuds (the ones that don't go inside the ear canal and look like little donuts) also have zero thumping.
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Are there any earbuds out there that do have ANC which do not have thumping issues?
And I don't think it's the ANC that's causing the issue either since even with ANC turned off, the thumps are still there.