Question

Why are capillaries thin walled?

Answer 1

Capillaries are thin walled so that the nutrients ,lipids and water can easily diffuse out from blood into the tissues,,,
And the waste products and carbon dioxide can diffuse back into the blood and carried away for the removal from body...

Answer 2

The smallest capillaries or capillary blood vessels in the body is the name given. Mu.m to about sizes 5-10. Combining with arterial venous capillaries, tissue interaction are the most densely blood vessels. From a single cell layer of capillary walls (endothelium) occurs. This layer is so thin that oxygen, water and molecules such as lipids enter tissues by diffusion from the substrate can pass. Pests such as carbon dioxide and urea, and waste materials in the blood capillaries are distributed by diffusion. With the release of certain cytokines capillaries permeability (permeability) can be increased further. 
The average total length of capillaries in the human body is about 40,000 km. Connecting arteries with veins, thin veins are composed of a single row of epithelial tissue. Exchange of substances between blood and tissue cells and the blood flow is slow provide.