Messages like the one you mention, or "Hello!", "Thanks" etc, are considered noise on the Stack Exchange network sites. SE aims to create a repository of knowledge in the form of questions and answers. It is not trying to be a forum where discussion occurs, so anything that doesn't actively contribute to the question is considered noise. That, in fact, is the first information given to new users when they take the tour (emphasis mine):
This site is all about getting answers. It's not a discussion forum. There's no chit-chat.
The ideal question would contain absolutely nothing that doesn't help the question be understood. So, a message like "Any help is appreciated" is completely useless. Of course help is appreciated, you wouldn't be posting here if you didn't need help. All that adds is one more line to your question and doesn't help clarify it in any way.
Additionally, questions and answers on SE sites are not only for the person asking them. The whole idea is that other people will find them useful so personalizing them in any way isn't a very good idea.
Your appreciation can be expressed with upvotes and/or by accepting answers. Nothing more is needed since nothing more is useful to the site. Don't worry, nobody will think you rude if you don't leave a "Thanks!" comment (that will be deleted as "too chatty" anyway) or if you don't sign off your question as though it were a letter. Different places have different cultures and norms and the SE norms are against anything that can be seen as noise. Such things are routinely removed from questions and answers across the SE network. Here's the relevant discussion (well, one of them, there are loads) from the main meta:
Should 'Hi', 'thanks', taglines, and salutations be removed from posts?