You would use it any place where you might say "Thank you anyway." or "Still, thank you."
"We tried to give you that gift you wanted, but it was sold out."
"Well, thank you all the same for trying."
"I wasn't able to finish painting the room."
"Thank you all the same. The part you did looks great."
If you didn't like this answer, you could say so in the comment and end it with, "Thank you all the same, though."
In answer to your question, it is not used a lot, but it is used if the situation calls for it and would be understood.