From what I've ready, many therians are likely to experience shifts under certain conditions: stress, being in vast nature, smelling roasted meat, etc. As such, it doesn't strike me as odd at all thoughts could influence a shift in some capacity, whether it be the likelihood of the shift occurring, duration of the shift, or its character - such as your emotional state during it.
If anything, I think it would be a bit weirder the other way around; the thoughts being completely disconnected would give more support to a framework where there is a Homo sapien you and a animal you inhabiting the same body, yet each take turns with the mind, having no overlap otherwise.
The first paragraph is the simpler - and I think more likely - explanation.