The issue you could have is if immigration officer at the airport will check that you have too many exempt stamps in your passport, he could complain or not, is up to him. I come back to Thailand with a 30 days visa exempt but I don't leave the country every month, I am just doing a few border runs and after that I will exit. I like to come back to Thailand every 6 months or a year, I think no issues if you do like that