I don't know about having it as a passive. I would be annoyed if I were to become encumbered from having a hundred daggers in my inventory. But it would be nice to have a button that would swoop up thrown weapons in the vicinity that you could activate after a battle. Collecting your thrown weapons after the fact is definitely a pain in the butt. And if that's not feasible, can the thrown weapons go into the target's inventory so they can be collected by looting or pickpocketing?
(And for that matter, why even bother having the weapon leave your inventory? Bows and Crossbows already have an infinite supply of arrows that you don't need to go around collecting after a fight. Would it be such a stretch from there to have a thrown weapon be perceived as automatically returning to your inventory at the end of your turn?)