It happens sometimes that rather useful words disappear. A word like thence, for example, is very useful, and has to be replaced if it is taken out of the language by something less concise (and less elegant), namely from there. It's rather mysterious to me that this should happen. Why do such words ever fall out of use?
As @jlawler pointed out in the comments, there was a whole paradigm of words like thence, and therein lies the problem with such non-transparent terms, however elegant they are: they usually come in pairs, and it's hard to remember which is which. What's more, they often sound similar.
Not many people will mix up horizontal and vertical because at least one of these terms is completely transparent. We all know which way the horizon goes.
Then there's something like starboard and port, which is actually more transparent than left/right, but only for seafarers. The rest of us struggle to remember them correctly, but at least they sound very different, giving our memory something to latch on to.
And then there's the nightmare-difficulty level, neither transparent nor dissimilar: convex and concave, or longitude and latitude. And this is where I think pairs like thence and thither belong. So I'd guess eventually people just gave up.
To elaborate on the others' comments about paradigms: although misfortune can befall individual words, you do have to look at the whole system.
With "thence" we lost "whence" and the non-figurative sense of "hence" ("Get thee hence"). We lost "henceforth" and "thenceforth". We lost "thither", "whither", and "hither". We lost "wherefore" and "therefore" became elevated. "Hereafter" and "thereafter" were relegated to fixed meanings and poetic diction. "Wherein", "therein", "herein" went the way of "whereupon", "thereupon", "hereupon".
In short, our prepositions became more atomic. This is arguably a minor typological shift from synthetic to analytic. Individual pieces combine to yield the meaning. Less concise, but less space in memory.
Broaden your search further and you find verbal endings being neutralized in favour of explicit subjects, separate from the verb. A future tense grows out of the repurposed particle "will". Particles abound.