How to force Thunderbolt-ethernet connection when switching networks without restarting computer?
I had this problem, too, and an Apple Support call and Genius Bar visit later, I had the answer: if you're using Network Locations that preexist your Thunderbolt display, it doesn't seem to auto-add the possibility of "Display Ethernet" to your available network ports. To solve this, either:

Create a new Location in your Network system preferences. It will finally detect the "Display Ethernet" and use it. It'll slowly change from disconnected to No IP to green-is-for-go. 

or

Fix an existing Location by clicking the + to add a port and choosing Display Ethernet. It'll slowly change from disconnected to No IP to green-is-for-go.