Let me see if I can help you out a bit
Right now I am pregnant with my first child to a man I love and adore. He has three other children and is divorced. They are 11, 12 and 13, and I will tell you, it is rough. Being an insta step mom is a crazy job, and your hubby may not know how to handle the situation. I mean, he probably does not want to force you into mothering children that already have a mom. He may not know how uncomfy it may make you, and furthermore, the children themselves may not want another mom figure in their life. Try not to take it personally...and try to act more of a "friend" figure to them, rather them another parent figure. I mean, they are his kids, not yours, (no offense) and if he wants a night out with them, it may be for other reasons that may have nothing to do with you....and you can't resent them for this. ANd in fact, you can't resent him for this either. There is no rule book out there telling anyone how a stepmom should act or feel, or how a dad handles a new woman coming into his kid's life.
Have you tried to talk to him about this? If you decide you need to talk to him, approach as being concerned...don't attack his methods or make him feel guilty. He may not realize he is shutting you out.
But remember, they won't be kids forever, and your relationship with him should not hinge on wether you feel like a mother to children that aren't yours. If you start to look at them as your "little buddies" who visit your house, you may feel more comfortable about it.
Oh and about the thanking thing....be glad they thank you, and don't call you names or disrespect you. If the worse they do is thank you and go out for pizza without you, then you are very lucky when it comes to stepchildren. I think you are trying to be everything to them, when you need to reevaluate your role.
Once again, this is my opinion based upon my own experience. Once you realize this, it will make your life easier and less stressful when they come to visit.