Thunderbolt started off as an Intel concept that used optical fibres called LightPeak but it proved too costly, so they reverted to copper, and Apple contributed the Thunderbolt name. Lightpeak seemed an attractive idea to me at the time, because a noisey computer / server / GPU farm could be kept in the next room - or indeed the garden shed - without much compromise. These days though, computers good enough for my purposes are generally cooler and quieter.
I keep hearing about photonic circuitry too, but it seems to be a few years off at the very least.
As regards consumer and desktop devices, copper-cable based solutions offer a usability advantage of optical connections* - they can carry power, so a single cable can do 'everything' (power, video, storage, peripherals etc).
*Yeah, some people are working on power-over-fibre, but the use cases remain specialised (underwater robots, MRI machines, physics labs etc). My instinctual reaction to 'consumer fibre with 5W lasers beams' is "Arghh, my eyes my beautiful eyes!!"