Fluff-wise, the boars are more traditionally orky. And they come with 'free' ork riders (once you convert them to be more
40K-ish)
The other disadvantage of thunder wolves is cost, even ignoring the possible cost of riders (if you don't already have some).
If you just want non-traditional steeds, you could also could also consider Dire Wolves or similar.
Or if you really want to be original, how about Beastman Centigors with ork torsos, the result of some bizarre Mad Dok experiment or Chaotic mutation