Plants: Why the cell wall of xylem is thicker ?

Xylem vessels are hollow tubes and are made up of dead cells with thick and lignified cell wall.
These cells do not have cytoplasm and nuclei. They are joined from end to form continuous hollow tubes.

So,Why the cell wall of xylem in leaf is thicker???

In some woody plants, they are usually very tall and have strong stems.
In order to support the stems and branches against strong wind(or other adverse enviornmental conditions), the xylem vessels (contain thick cell wall and hard lignin) are very strong and hard to give great support to the plants.
These xylem vessels give great mechanical support and prevent the plants from collasping.

and also, why the cell wall of phloem is thinner???

The main purpose of phloem is to transport organic nutrients from the leaves to other parts of the plants. It doesn't need to support the plants. Thus, the cell wall of phloem is thinner.