Well, being Scottish, I didn't know this either, but Wikipedia says the following:

"The river's name has always been pronounced with a simple t /t/; the Middle English spelling was typically Temese and Celtic Tamesis. The thspelling lends an air of Greek to the name and was added during the Renaissance, possibly to reflect or support a claim that the name was derived fromRiver Thyamis in the Epirus region of Greece, whence early Celtic tribes were erroneously thought to have migrated"

Sounds plausible to me