Yes, there is something to it. When you think in a different language the memory
"luggage" of that language turns up . All the experiences of any possible nature you have had in that language back up your thinking .They may color your thoughts a bit.

The thinking in that language imo means you master the language to the point of automatics, but it does no extra for understanding that culture.

I thought about this because I noticed that after having been on this board for quite a while I became aware of the fact that the American culture is far more different from the European than I ever suspected. I've visited often enough, but I think I would only understand the culture if, like my sister, I would have lived out there most part of my life. Also in France, there are those little, yet very important cultural, social differences you only really will get at when you live there for a long time. ( and still up to a point)

I often find myself thinking in English, or French, depending to what
influence I am exposed, but I it's like in my native tongue.
And I tell myself: "Hey! Use your mother's language!"