To elaborate on what I said, one of the key reasons behind the idea of being the thane of multiple holds makes no sense in a REAL LIFE context, is because the amount of responsibility carried by the title is too much to permit one to hold that position for multiple holds. (this is ignoring the fact that the DB technically doesn't have to do anything as a thane). An actual thane possessed a strong duty to their hold, and was essentially considered a protector/guardian of the land/region.
It also only makes sense assuming the multiple holds are in alliance with one another (such as Skyrim post-Civil War, sort of).
The reason why the DB can take on such responsibility across multiple holds is because....... they are the DB.
Only someone like the DB can be the guardian/protector of multiple/every hold in the province.