When you make a thesis in a field of physics and math is it supposed to be revolutionary and groundbreaking?

This depends heavily on the level of the thesis (Masters, Ph.D) and the educational system in which the institute issueing the degree sits.

Typically, at Master's level you need to demonstrate familiarity and competence in the execution of research. Ie, you need to show that you can understand and implement methods. However, the results may be unoriginal.

For a Ph.D, you need to do original research. This means that an original result needs to be published in the thesis. However, the interpretation of original may take many forms. As you note, it's almost impossible to publish an entirely new form of knowledge.

Is it supposed that all the thesis must be 100% independent research ?

Well, yes apart from the introduction, the chapters on background and such. Also your research usually depends on your advisor and research group, but still it had to be your work and not somebody else's.

Should the thesis be ground-breaking ? Like the thesis from Riemann about Differential geommetry?

No. First, this is impossible but second, demanding this would be bad for science. The impact of groundbreaking theses vs. incremental theses is largely overestimated. Without all these small steps made in thousands of theses there would be basically no progress at all.

Have a thesis always to be 'revolutionary' in math and physics?

No.

A Ph.D. thesis is supposed to be "publishable". Not all published papers are revolutionary or ground-breaking. And not all theses are revolutionary or ground-breaking.