Nobody has ever said that they are. Their latest TV appearance (in terms of the Thals' timestream, not the Doctor's timestream) was in "Planet of the Daleks" & they had interstellar spaceflight by then. That means there could have been & probably were Thal colonies away from Skaro, making their survival much more likely. However, we don't actually know one way or the other.
In "Destiny of the Daleks", the Fourth Doctor states that the Daleks had abandoned Skaro. Since we saw no other native life signs, it's possible that the Thals had also abandoned Skaro like the Daleks.