Is it good syntax to thank the reviewer for every comment in peer review?
I'm in the social and health sciences, so etiquette in your discipline may differ (though I doubt it). 

I have never done this. Generally, I thank the editors and reviewers for their time and effort in the body of the response letter, but I stick to business in the individual comments. There may be a really exceptional comment by a reviewer that I may thank them for (suggesting a specific citation I didn't think of or identifying an oversight, where addressing it may improve the manuscript immensely). So, basically my individual responses look more like "As suggested by reviewer #1, we have added additional literature about topic x in the introduction...We have revised figure 2 so that it more clearly displays the findings."

Hope that helps!