"za" takes Instrumental when it's "behind" something.
"za" takes Accusative when it denotes movement (I am going behind the house = I am on my way to end up behind the house), and when it means "for" (paying for something, thanking for something, etc.) Maybe something else that doesn't come to my mind now. Anyway, this is Accusative here.
we are thankful for = jesteśmy wdzięczni za
Of course in real translation one thing can be replaced by other in different situations but this is Duo. I would write "Dziękujemy za Panstwa/waszą odpowiedź" in formal letter between institutions and say it to my uncle and aunt, but write "jesteśmy wdzięczni za waszą/Państwa pomoc" "We are thankful for your help" when writing on behalf a charity case to a donor.