that is bizarre. I have never heard anyone say the size of the thigh being the problem. If you are restricting the movement with a large thigh, it's to do more with how you might be gripping iwth the knee, or the saddle is putting your thigh too horizontal or other issues. But, it being too large ?
What happens if you have heavy thighs is tthat the fat make it hard for your thigh to rest parallel to the saddle. The roundnees of the thigh will pop your knee outward, then your lower leg has to come back at an angle toward the barrel.
If you look at a well positioned rider from above, mounted, your ankle will be right under your hip, thus invisible, and you will not see the inside edge of the thigh or knee, at all. It will be just following along the outline of the saddle.
If you have large thighs, the view will show the knees pointing more outward, and some air might be visible between the knee, lower thigh and upper calf and the saddle, because of the mmore "V" like orientation of your legs. YOu will work against that, and maybe the tension you create doing that might impede the hrose.
The more you can work at rotating the leg inward FROM THE HIP SOCKET, the more you will have the long, cohesive leg desired in dressage.