I'm not really clear. I would have expected to see "Thank you for going while the going was good ...", meaning "It was good of you to go while it was a good idea/while it was easy to get there/while it was possible to have a good experience there/at the right time".
"While the verb+ing is good" doesn't have a specific definition. In BrE, we use it more to refer to the present. For example, if I were visiting a friend and I had to drive home but bad weather was forecast for the evening, I might say in the afternoon, "Right, I'm going to go while the going's good", to mean "I'll leave now while the weather is still good for driving".