If the loss were severe vs a negligible win, I'd agree - and that's part of the math. So your argument is using the thinking that "if my opponent lands turn 1 thalia by having mox, cavern, thalia, I lose the game 100%." What you're not considering though, is that by countering that mox, you still are not winning - you delayed them a turn and have now gone to 5 cards...when you are not going to win that next turn and they can easily follow with second land, thalia on turn 2 (or 2nd mox, thalia on turn 1 - and now they don't even need cavern because you blew your FoW - or tomb, thorn/sphere).
The "win" you get by countering that mox is like hitting your one out on the river card, when odds are many more scenarios could happen. The likelihood of them following that mox with non-cavern land + thalia, tomb + thorn/sphere, or just passing and playing thalia turn 2 or a thought-knot seer, or a null rod is FAR greater than you countering their mox and they kept a 1-land + thalia hand on the hopes they resolved the mox and thalia to ride it 10 turns to victory.
In essence, by countering, you essentially are saying that countering their turn one ability to play thalia (not the thalia itself) is so critical it will win you the game. You'd have to think the tempo of giving you one turn is more important than your ability to counter the actual thalia, a null rod, a sphere, a TKS, or anything they could possibly do on turn 2 and beyond...but yet you would not be winning on your own turn 1 and going down to 5 cards or less (if you mulled) to start.
In terms of payoff, countering the mox will likely guarantee you will live to have a turn 1 play. But if you are not winning in that one turn, the opportunity loss of the FoW + blue card is massive on the chance they DON'T have the mox/cavern/thalia draw OR any second land to play thalia and beat you anyway.
The exception to this, I think, is if you are pitching Force of Negation and a blue card that is not very useful (like a hurkyl's in that matchup), because FoN is largely dead in that match anyway and would only help to counter a null rod or thorn or sphere, which they may or may not be playing. If you know your friend's list and he plays 7-sphere and null rods, I'd even say to hold your FoN. But if they play trinisphere/lodestone only, or something like that, FoN is fine to use on the mox. Even with FoN though, pitching a time walk or ponder or something solid just to hit the mox is probably not optimal. You're better off adding some kind of sweeper that will kill thalia, like dry spell, pyroclasm, contagion, gut shot, etc.
