I'm not sure Thor being non-intuitive is to blame (nor am I suggesting that it is or isn't non-inutuitive). This comes down to a basic concept of polyphonic synths and the way voices are used, as RXTX effectively points out above.
There have been a few threads about how to create the effect you desire in Reason (start with THIS
one), using both Thor and Subtractor as examples. The main issue it that you need a single Thor/Subtractor for each oscillator. I'm not sure there's a poly synth out there that's any different in this respect.
If you're interested in creating stuff like this in the future (noting your RE developer question in another thread) I would suggest getting a prototyping app like Reaktor (my personal choice for this sort of work) or others. It's been very educational for me, and also quite fun! :-)