The lack ability to change a thin feature to a solid one has been around for a while. There's no way of doing it neatly by editing the feature as far as I am aware. What you may be able to do is roll up through the feature tree and use the 'Delete Face' feature to remove the internal face of the tube.
There is a way to do it but it's not neat as Bjorn says.
If you use the Selected Contours option & pick the region inside the circle & the sketch circle itself it will create a solid extrude. But be aware in the feature tree it will still be called Extrude-Thin.
Of course it depends how much work you have done after the thin extrude & what relations there are to the inside surface as to whether it is worth doing.