It's stupid that you cant effectively buy this item vs yi or jax currently due to their on hits not getting reflected, all auto attack damages should be counted regardless of damage type and returned.
Except true damage, by concept.
By the way, Jax still wouldn't have his damage reflected. His W and R are not considered on-hit effects. They're considered on-attack spells, which is a huge difference mechanically and fundamentally. The only relation is that its applied by an auto attack.
The only on-hit in Jax's kit are the stacks that proc his R when they reach 3, which don't deal any damage themselves.
Outside of those two cases (which just happen to be the two you mentioned) and Irelia/Fiora/Vayne, Thornmail would provide a unique and much-needed niche item against on-hit builds.
Personally I think Riot should add an upgrade to thornmail, like boot enchants. I want to buy a Rusty Thornmail which causes people who hit me to start bleeding, get infected, and then die 15 seconds later if they don't go back to the fountain to seek medical attention for Tetanus.
