He does not play that for ( 10, or even 8) for Bayern. He's playing as a 6 similar to Pogba. He brings the ball out of defense, he sprays it around and joins the attack when possible. Difference is United is playing with a DM and Pogba can go forward more.
When defending, its Kimmich(or Goretzka or Tolliso, whoever plays) who drops deeper and does "Matić" role.
Against Chelsea:
Go to 0:47 and watch a couple of seconds. Thiago was far from the ball when Chelsea attacked, Goretzka was the closest "midfielder". Next highlight, Chelsea disallowed goal, Thiago is once again more advanced than Goretzka. For Chelsea goal, Thiago was covering a winger, while Goretzka once again was central. Etc.
There was couple of moments where Thiago was dropping deep in between defenders following the striker/winger when Chelsea attacked, so there's no denying that he can't do that, its just rare and more often he presses rather than holding position.