The copper is a good conductor, so if we coat the bottom with copper, the whole bottom heats evenly rather than having local hot-spots. Saucepans are thicker because you want them to hold the heat and to heat evenly across the bottom.
Tea kettles are thin because the water inside is all water.
It is acceptable to not heat the water evenly, the heat conduction and convection will spread the heat throughout the water. Unlike a burger or a roast, the water won't burn on one side.