Sorry, it goes blank.
After executing the software update most of the problems are gone. I suppose not all applications can be used in full screen iwithin the thunderbolt display.
For example Iphoto works great in the thunderbolt display, but this is not the case of Safari. As soon as I try to enter to full screen the image is sent to my MacBook Pro and the Thunderbolt goes blank.
Uh oh, that's odd. I just tried making Safari go full screen and it displayed properly.
Does Safari go full screen on the secondary display?
If you go to Displays settings in System Preferences (Arrangement tab), do you have the Thunderbolt display set as the main display, by having the menu bar dragged to it?