Very low risk, depending on the grinding and how much skin her thong covered. Most thongs cover the mucus membrane skin - the thinner, moist areas (vulva and vagina, anus), but if it shifted, you might be at risk.
If it was light grinding and not a lot of friction, I wouldn't worry at all.
Really, this isn't something I'd worry about. This is all a theoretical risk, and not a real risk in practical terms. It would take some serious grinding - like the kind that comes with intercourse - to transmit.