Threading behavior of SameQ vs. Equal

Thread doesn't hold its arguments. You can check its attributes.

So, before doing any threading, it evaluates its arguments.

Now, understanding the behaviour you describe requires understanding the difference between Equal and SameQ. Equal is meant for math reasoning. For expressing an equality, which might involve a variable that at the time you don't yet know it's value. So, for example, x==8 returns unevaluated if x isn't defined.

SameQ however is a predicate. It will always return either True or False if the constructs are exactly the same (after evaluation).

So, Thread[SameQ[{aa, bb, cc}, {dd, ee, ff}]] -> Thread[False]-> False

One can see this by running (thanks @rcollyer)

Trace[Thread[SameQ[{aa, bb, cc}, {dd, ee, ff}]], 
 TraceInternal -> True]

Out[1] = {{{aa, bb, cc} === {dd, ee, ff}, False}, Thread[False], False}

If you want to thread SameQ without evaluation, just use Unevaluated

Thread[Unevaluated@SameQ[{aa, bb, cc}, {dd, ee, ff}]]

{False, False, False}

Another construction that gives the result you want is the one suggested by @kguler in his comment and supported by @rcoller and his upvoters: MapThread. I'd suggest you search the docs if you don't know it

MapThread[SameQ, {{aa, bb, cc}, {dd, ee, ff}}]

I use Part for this sort of thing.

data = Transpose[{{aa, bb, cc}, {dd, ee, ff}}]
{{aa, dd}, {bb, ee}, {cc, ff}}

Now change the heads:

data[[All, 0]] = Equal;
data
{aa == dd, bb == ee, cc == ff}

and:

data[[All, 0]] = SameQ;
data
{False, False, False}