Brown rice would be better than white rice, certainly. It is probably less refined and thus at least a little more nutritious (some "brown" rices have been processed, though). So it's not a complete faux pas.
More of a concern in restaurants is how vegetables are prepared (usually cut up a day in advance and stored - so they lose nutrients), kind of oil used in cooking, overall cleanliness of the kitchen (you'd be surprised), etc. But ya gotta go out from time to time, so it's all a balancing act! (And good Thai is SOOOO good!)