You are quite correct, thermal expansion is the answer. I believe early developments of the jet engine had solid turbine/compressor wheels and as a result thermal expansion warped the blades. Hence the development of individually mounted blades with a tolerance to allow for expansion.
Sometimes you can here the result of cool blades on a windmilling engine when the blade shrouds (sometimes referred to as 'clappers') 'clap' together as it passes TDC.