As Farhan and Paul have confirmed, a native speaker would always say the first one. If someone has done something and we want to thank them, we say 'Thank you for [verb] + ing'. We would not use a perfect participle ('having done') here. So, no, your assumption, although logical, is not what a native speaker would assume. If someone says 'Thank you for washing the dishes' we wouldn't presume that they're still in the process of doing it. We'd understand that the person had finished. You generally thank people for jobs that have already been done. If you said 'Thank you for having washed the dishes' we would understand you, but it would sound a little odd. And if it seems illogical or ungrammatical to you to say 'Thank you for doing.. to talk about a job that's been completed, here's some advice : think of the 'ing' form as a gerund, rather than a participle. A gerund acts like a noun, and has nothing to do with time or tense sequences. As you probably know, prepositions are followed by nouns or gerunds. 'For' is a preposition, so it's followed by a gerund. For example, you'd translate 'Merci d'être venu' as simply 'Thank you for coming'. There's no perfect aspect involved. Likewise, 'Thank you for helping' or 'Thank you for asking'.

The first one is the natural way to do it. I agree with Farhan. The second one, although correct, is not something that would be commonly used in the situation that you describe..

The first answer is perfect in present or recent past. To be honest, it would be very unlikely to hear the second example, even if you thanked them later on, or the next day, just add 'yesterday' at the end!