Why is it more correct to say "thank you for coming" than "thank you for your coming," but it's okay to say "thank you for your kindness," rather than "thank you for kindness"?
Coming is a gerund (or 'gerund-participle'), while kindness is a noun. Although they are often interchangeable, they aren't always. In this case, "thank you for your coming" is not strictly incorrect (consider "thank you for your singing"), but the shorter formulation is preferable precisely because it's shorter.
The problem with "thank you for kindness" is that it makes it sound as though you are thanking your host for all kindness, despite the fact that he or she is not responsible for most of it. The same problem applies to many nouns: "thank you for oranges", "thank you for gifts."
Take a look at this answer for a very complete discussion of gerunds, including some information on the possessive use.