Technically maybe, but again, the amount is so minute there (don't forget their pressure is practically vacuum), it won't make much sense either.

You can not compare it to the XBO's, those are by far different story: There are about 10 atmospheres of the Xenon, so order of magnitude 10000x more gas per single lamp of the same volume, so there it does make sense to reuse the gas.

But with low pressure fluorescents, mainly when many of them tend to fail by gas poisoning (vacuum loss is the extreme case), it really makes not much sense.

Couldn't they also reuse the thorium in the electrodes of some of the lamps or will it be spent?

I don't think Thorium is used in fluorescents, those use (barium based) oxide electrodes. And that uses to be sputtered everywhere  around the cathode - that is, why the lamp had failed in the first place.
The thorium is used as tungsten dopant on some HID's. And even there, the most expensive metal is the tungsten (due to it's mass).
But as with general lighting lamps the majority of the cost is the processing and not the raw material, there is not that much force to spent too much effort to recycle it, beyond the generic metal recycling.
However there may be push to control the thorium cycle: It is radioactive heavy metal, so it is not that much desirable to release it into the environment. But the used quantities are quite small, so unless concentrated on small space, they should not pose more problems compare to the other "not so nice" waste produced by humans...

On LED lamps they will be able to melt the plastic case and metal die and legs to reuse. They could also scrap the driver components and the housing.

Maybe just the metal. With the main semiconductors, really all the cost is the processing (it is the cleaning to the 1E-10 or so level and then the structure diffusion; there the extra materials are in ppm compare to the main semiconductor), the raw material is practically for free.
And the plastic can not be recycled, the material does not allows that...
For the electronic (ballast,...), I don't think there is much recycling feasible, maybe again just the metals...

Yeah, since most of the LEDs are prone to overheating, they might just burn up before you can retrieve any usable components.

LEDs are the least recyclable thing, and the only thing I imagine can be saved is the plastic shell and the metal from the socket, the rest will be burned in an electric dumpster somewhere in Africa. Due to the huge variety of components in LED and CFL lamps the recycling of them is just impossible or ridiculously expensive, also, some LED diodes and phosphor chemistries contain arsenic compounds, which is only useful for carry handling problems because arsenic is useless nowadays, and the LED manufacturers use raw arsenic because recycling it would be way too expensive.