can I say "still thank you" when I asked for help/other things but was refused?
I emailed one professor and asked if he could be my advisor but he refused. How can I reply him with expressing my feeling of "that is a pity but still thank you"? I want to perform professional and formal.

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Thank you all the same.

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For a student, I think what you wrote is sufficient. Good job :). But, you could also just say, "ok, thank you" as your response once they decline. That keeps things simple, yet it allows you the opportunity to be courteous.

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Thank you for your attention.

That's what I write in response to unfavorable answers.