Yes I appreciate that, but shouldn't the thumb rest be fixed or adjusted so it rests against your thumb when your thumb is in the right position? I'm sure if your thumb feels tense it's because you are pushing against it with your fingers, not just the weight of the instrument.
The thumb rest can be adjusted once you realise that it is supposed to be resting against your thumb. I know this sounds quite unbelievable but I hadn't realised it was supposed to be resting on my thumb In fact I was deliberately avoiding it resting on my thumb so that if I moved the thumb rest lower, I also moved my thumb lower Because my thumb was underneath the thumb rest it looked visually correct, which was my teacher had never picked up on it. And because for him (and I think from the tone of your posts for you too) it was so obvious that the thumb rest rests on the thumb he had never specifically told me that was what I should be doing. In fact at first he didn't believe me when I said I wasn't using the thumb rest - this is when he took it off my oboe and I continued to play in exactly the same way as before and he discovered that he couldn't play at all without the thumb rest.
And it is largely the weight of the instrument - after all there are notes where you don't use your right-hand fingers. My teacher had always commented on the lightness of my touch, often saying that it was too light and that I should use more finger pressure. I think the lightness was partly self-preservation since, as you rightly point out, pushing against my fingers as well as the weight of the oboe would have made the pain even worse.