When we finish training with our partner, we thank each other for the training that we have done together by saying arigatogozaimashita. We change partners for each technique, so therefor we are finishing something, ergo the past tense form.
But the jury is definitely still out (and I think always will be!) regarding the use of -gozaimasu or-gozaimashita. I notice this more and more when I am in Japan, that some people thank others using one or the other form. I have even heard two people thanking a third party, with one using the past tense and the other the present. I heard store clerks consistantly using arigatogozaimasu when customers were leaving the establishment, whereas most of the time you hear the past tense form used when people are leaving the shop. Interesting!