Think in terms of the relative wind and the trim speed:

When we enter the thermal, the airmass changes, there is a upward component, the nose pitches down relative to the horizon, but the trim speed remains the same. We see a pitch down but the relative wind is the same.

The opposite is true leaving the thermal or in a downdraft: it seems we can't get the nose down far enough as the downdraft pitches the nose up, or at least decreases the AoA.

Like Moffat said (paraphrase) it's easier to accelerate in lift than sink.