I agree, I thought that Thane would be more (or at least 'prefer') close combat killing. He did mention that was his prefered style, unless I am mistaken? Kasumi shows that this is achieveable with a character. But perhaps they will develop this more in ME3.
As for Kolyat in some way 'replacing' Thane...well, I don't even...please don't even go there Bioware.<_<
But I do like the idea of him being in ME3 and the relationship between Thane and him developed further as a side story/quest.
And, just because I need to say it, I really want Thane saved in some way. I know some don't, but even if his life is extended I would be happy. Huge side quest please. I really don't want a DO:O 'Sacrifice' ending repeated with Thane giving his life for Shep - I would be unbelievably sad

The thing that makes me nervous is that, when you talk to him about dying, he says something along the lines of 'to really appreciate something you have to lose it to know how much it truly meant' No, Thane. No I don't!