Probably because you have enabled the double opt-in option, via the confirmation email checkbox!
The first thank you page is the page you land on when Campaignion is waiting for the user to verify the email address by clicking on the link.
The second thank you page is after having clicked on the verification link.
To see your thank you pages, reach the editing wizard of your action. Once you click on "Next" and land on the "Confirm" step, you'll have a link to your confirmation page and to your thank you page as well.
Why is a double opt-in useful?
On the one side, double opt-in is an additional step for your action. Since forms should be as short and easy as possible, double opt in sounds like a step back. But the double opt-in increases the list quality.
Then, it's a decision between list size and list quality. Do you want a big list with a lot of dead addresses or a somewhat shorter list that is filled with people who are really interested in your cause?