I've never heard of a thesis statement at the end of a paragraph.
I would say that there is a conclusion at the end of a paragraph but you cannot conclude every paragraph in an essay because every paragraph is linked to the next one. If you conclude every paragraph then it becomes really difficult to link it with the upcoming paragraph. Only experts know how to use conclusion of the last paragraph and link it to the new paragraph they are about to start. This is why it is advised to take your time to make an outline first. When you make an outline, you decide what you will write and how you will organize the material and link it to each other.

Overall every step in good essay writing is vital. You miss one step and the quality of your essay is doomed.