Wiston Churchill used to do that, John - it can be (and was in his case) a kind of way of dealing with a lisp really (a way of avoiding the "s" sound when that's hard to say, so it comes out "th"). It's also quite common in lots of places where they speak English, for example Ireland.

It's an interesting variation, and it's intriguing the way that public language shifts in that kind of way, but I can't see why it should be anything to get annoyed about.