Comment 3 for bug 1615134

Ubuntu's LVM packaging doesn't seem to be setup right to support thin provisioning by default.
/usr/sbin/thin_check: execvp failed: No such file or directory

/usr/sbin/thin_check is in the thin-provisioning-tools package:
  http://packages.ubuntu.com/search?suite=xenial&arch=any&mode=exactfilename&searchon=contents&keywords=thin_check

The lvm2 package only Suggests thin-provisioning-tools rather than requiring it:
  http://packages.ubuntu.com/xenial/lvm2

Installing the thin-provisioning-tools package should fix this.