My boss told me that I shouldn't have a period after the text:
Thank you for helping to build the new building.
She said that it is not a complete sentence.
There is an implied "I" which begins the (complete) sentence thus giving it a subject.
As a matter of practice, "I thank you..." sounds ponderous which is why it is not much used.
The very first rule of punctuation is that every utterance must have a stop at the end of it, either a full stop, a question mark, an exclamation mark, or some other mark. No utterance is to be without a stop.
In that sense, whether what you wrote is a sentence or not is irrelevant to how it needs to be punctuated. It must have a full stop (period) at its end.
A "thank you" can be classified as an exclamation rather than as a sentence.
In idiomatic English subjects and verbs are not necessary in an exclamation. Exclamations can be punctuated like sentences but do not necessarily follow the grammatical rules of sentences.
"Thank you" by itself makes sense without a specific subject. (For example, it makes perfect sense even when the speaker does not know if others are joining in the thanking.) So do "By your leave" and "Please." All are subject, in addition, to the first law of punctuation.
You were entirely correct and your boss was being overly cautious.
There are quite a few constructions that are idiomatic English that lack explicit subjects or verbs. Take for example:
An imperative form. With an implicit "You" as the subject. (Yes, incomplete sentences.)
The was an implicit verb phrase: "are offered/given to you" following the subject in the preceding example.
These are prefectly acceptable English and should be considered complete sentences when transcribed.