Dan Biggar was heard querying whether to kick for the corner when Wales won a penalty while trailing 16-13 but denied he overruled Jones' decision.
Leigh Halfpenny admitted he turned down the chance to kick at goal, however.
"Things happen on the field which challenge everybody at the best of times," Thorburn told BBC Radio Wales.
He continued:  "I don't think it questions his ability as captain at all.
"Alun is unquestionably one of the most inspirational players that has been around in the Welsh camp for a long time."
Thorburn says he would have no reservations over picking Jones as captain of the British and Irish Lions in light of Wales' poor start in the Six Nations.
"He [Jones] leads from the front," he said.
"Are you going to base it on the argument about Dylan Hartley, the England captain, whose team didn't know how to cope with some bizarre scenarios against Italy on Sunday?"
Wales could have levelled the scores at 16-16 from the penalty if they had kicked for goal instead of the corner, but Thorburn says it is the kicker's responsibility to decide what happens, not just the captain's.
"I've been on both sides of the fence - a captain and the goal kicker - what we don't know is what the conditions were like on the field," Thorburn added.
"The wind does swirl around Murrayfield and I suspect Leigh probably thought that it was going to be a long kick into what would be a very difficult conditions.
"The issue is whether Alun, as captain, should have consulted with him first. We can argue about that until the cows come home but ultimately the kicker is the one who is taking the shot and has to be comfortable."
Former Wales skipper Paul Thorburn says there is no question over Alun Wyn Jones' captaincy despite claims he was overruled in the loss to Scotland.