Travelling at the speed of thought seems quite slow.
Of course, it's difficult to quantify, but I think I can get something rough that's reasonable enough for what I'm going to say about it. According to
this article, a runner can go from hearing the starting pistol to deciding to run in 150ms. I'm also going to use that article's definition of speed of thought:
If we assume an average height of 167.5cm (5' 6" - again, the roughness of this figure isn't hugely important, and I'm erring a little on the side of being generous to Scorpion's assertion) then that allows us to calculate the speed.
150ms = 0.15s
167.5cm = 1.675m
1.675 / 0.15 = 11.166m/s
So, calculated thusly and making it a round number for the sake of clarity, spirits can move at a not exactly spectacular 11m/s. For comparison, light moves at 299,792,458m/s - or roughly 27,253,860 times faster than spirits. And even travelling at that speed light could potentially take many billions of years to get from one planet to another.
In fact, the closest planet to Earth is Venus, and at its closest it's 41,000,000,000m away from the Earth. It would take a spirit travelling at 11m/s 3727272727.27 seconds, or roughly 118 years to get there. Imagine how long it'd take to get to a planet in Andromeda. That's 2.5m light years away, and it's still the closest galaxy to us.
I'm failing to see how moving at the speed of thought is a positive when operating on a cosmic scale.