No, Thai food is not known for causing headaches. I live in Thailand and eat my fair share of Thai food and headaches is not a problem for me, nor of I heard anyone complaining about Thai food giving them headaches.
If you are getting headaches after eating Thai food, you should experiment to try to determine what the specific ingredient is that is making your head hurt.
My first inclination would be a could be one of the heavy spices. Try to determine if it is only certain Thai foods that give you a headache, and go from there.
You may have an unknown allergy to a certain spice or additive that is common to Thai dishes. You need to become like a little scientist and try and decipher what exactly is making your head hurt.
But I can assure you that of the hundreds or thousands of people that I’ve interacted with here in Thailand, I have never heard anyone say that they have problems with Thai food giving them headaches. So, it is definitely not a widespread problem.