And I must admit this is strange to me. THIE is perfectly clear to me--it's like THYE or, indeed, "thigh" (which is an odd word when it comes to spelling, btw).
Then again, the pronunciation guide is written by Mike C, who lives in the exact same area as I do. So we share the same accent, and therefore the pronunciations listed here are more or less immediately obvious to me what they should be. To others, I would of course assume it wouldn't be so intuitive, especially if you're a non-native speaker of English.
Also, lots of the pronunciations depend on your specific accent.