SapphireIMS agents rolled out on thin clients gets upgraded on daily basis, why this peculiar behavior as I am not observing it on regular desktops?

You may have rolled out newer patch along with newer version of agent in SapphireIMS server. When thin client SapphireIMS agent checks the SapphireIMS server for any kind of instructions, it finds new version and tries to upgrade it.

Now what could be the problem here is -
You may not have allowed Enhanced Write Filter OR File based Write Filter to write the agent version permanently in the thin client. When thin client gets rebooted, the newly upgraded agent data gets vanished as it got stored in flash memory and old agent state gets restored hence when it reaches out to server again, it finds the agent version is outdated and tries to update again and this will continue forever unless permanent write is allowed.