It is very much different, yes. I am not talking about the cases if you are expat, having lived there for some time or similar but more in general. Club football is very different, it's much more like a commercial brand nowadays that people follow, top leagues like the Premier league are very international with players from all over the world and the quality of football is of course much higher than in Thailand, so if you like football you will very likely support some team from abroad.
Nothing wrong with having your "secondary" national team that you like, you maybe like some players from there, type of football they play or just generally the country etc. I am a foreigner supporting United my entire life but the thought of going to a world cup to support England has never even crossed my mind. Would just feel so weird singing national anthem or chants of a country I have absolutely no direct connection with but maybe that's just me.