I suspect that your son is probably in an ESL (English as a Second Language) kindergarten class. In most areas of the country this would mean your child would be placed in a class with kids who speak LOTS of different languages (for reference, in the previous school district I taught in we had large populations who spoke Spanish, Russian (or variations of Russian), Korean, and some Chinese). Since your son's primary language since birth was Thai, it probably made sense to place him in the ESL kindergarten class. Since you're in El Paso, TX, this obviously means that the vast majority of his classmates learned Spanish as a first language.
Logically, the teacher is communicating with the largest portion of her class in their primary language which probably comes in handy when she's trying to deliver explicit instructions. If the class is an ESL class, she should also be incorporating large amounts of English into the school day as well.
Since the school year is still fairly new, it may be that she's building up to the English. This week they sang Twinkle Twinkle Little Star in Spanish, next week they may learn it in English. Your son may be picking up Spanish because his classmates are speaking it regularly, but it makes sense that his teacher is using Spanish in class as well.
I would certainly speak to the teacher just so you know that she's aware that your son's primary language is not Spanish, it's Thai. She may not have all your son's information yet and she may be completely unaware that he's her lone non-Spanish speaker (with the size of US public schools these days, it can take several weeks before a teacher receives all their files about their students). It will also allow you to know if he seems to have difficulty understanding or communicating with her.
Overall, I wouldn't be overly concerned about him picking up Spanish as long as he is also progressing in English. Especially if you believe that you will be remaining in the US. Being multi-lingual isn't going to hurt him any, and I've seen teenagers newly immigrated from Kazakhstan and Uzbekistan able to communicate in English fluently within a year--with no help from home. Reinforce English at home and expose him to English outside of school as much as you can (one Russian student I knew learned English by listening to rap albums--granted some of the first words he learned were curse words, but he was 16 years old...not five). Find a show he enjoys on Disney Junior, buy the cd, and play it in the car (Jake and the Neverland Pirates comes to mind--it's certainly a hit in my house).
It is certainly imperative that your step-son develop his English speaking skills. Eventually (like, next school year), he's going to start learning about English mechanics and grammar and spelling, and this will be extremely difficult for him if he is still struggling with English in general.