The announcers called them that because they were partially joking around. I read an article on it and they said at the beginning that they would just call them anything for that game and they went for Thundercats, they were sick of saying "Oklahoma City" scores. It was kind of a joke.
Also, about the OKC Marshals site...I saw the rumor on that one and yes it was fan created and yes they did, at one point redirect to the NBA's site. But I looked up this Domain, and it is NOT registered with the same company that ALL the NBA teams use, and that the Thunderbirds.com are using.