I think thickness of quilts is confused with the thickness -- usually polyester, though - of comforters. Quilts are warm not because of their thick battings most of the time, but because they are pieced, layered, batted, and quilted.
"Vintage" utility quilts were often made with one or more used up blankets or even old ragged quilts as batting and they were often so heavy one couldn't even turn over easily under them!
If you want warmth, use a wool batting from Quilters Dream Batting or Hobbs Batting.
If you want thickness, use a high loft polyester batting.
Jan in VA