I think this is more a matter of the documentation being not quite right:
-- Scheme Procedure: thunk? obj -- C Function: scm_thunk_p (obj) Return ‘#t’ if OBJ is a thunk—a procedure that does not accept arguments. "if OBJ can serve as a thunk—a procedure called without arguments." Note that (thunk? (lambda x x)) also returns #t and that ((const 1)) returns 1. -- David Kastrup