Is it usual for finished PhD students to send out physical copies of their thesis to unknown persons?

This is not uncommon in the country where I did my PhD (the Netherlands). There you have to print a reasonably large amount of hardcopies anyway, typically people get around 200-300 copies in my field. It is not uncommon to send some copies to researchers that you genuinely believe may be interested in the work, usually people that you have been in contact with before, or are in contact with your advisor.

The cost of the thesis printing and mailing is generally reimbursed by the university (of course, all within reasonable limits). In countries where printing the thesis is not so common, I can imagine that the practice of mailing around copies is not common.

In some countries you print a large number of copies (as stated by Pieter Naaijkens), in some only a single digit number which should then be distributed to a specific set of recipients. Regardless it is not unusual that a person might distribute copies to people that might have some interest in it. It is, however, not a must and the recipients is up to the author. When you send a thesis I think it is wise to write an accompanying letter explaining why the thesis is sent to the specific person. To send them without such a personal note may come across as a little odd and can of course be misunderstood.

I did my PhD in the US and made a larger number of cheap copies (do not remember how many) to distribute among friends. I sent a few to others whose research I had built on. This was outside of the, at least then, mandatory five bound copies. In Sweden, where I now reside, printing of about 250 is mandatory and the student can print additional copies at their own cost. We recommend students to think about sending their thesis to people they can imagine would be interested in it. Since the life time of a thesis is usually quite short, most will soon be properly published, it is a good way to advertise your PhD and your work right after you have completed the work.

I have, so far as I can remember, physical copies of three PhD theses that were not written by my own students. (I do not have a physical copy of my own PhD thesis.) Two of these were indeed PhDs from the Netherlands, where they bind the theses in an attractive way and clearly send them out rather broadly. One of them is from an older student in my department, whose work was very influential to me.

I have certainly been happy to have all of these theses. The one from the student in my department I have certainly consulted at length. The other two less so, but a colleague of mine once borrowed it (and then duly returned it). I am not aware that any of these three theses are freely available on the internet, so it is not purely an empty gesture.

Last week I by chance got hold of the graduate and told him that he sent me his thesis by accident, and asked whether he wants to have it back. He seemed confused and a little bit annoyed that I wanted to give his thesis back - it turns out he actually sent me the book on purpose, assuming that I would be interested in his work.

As you've probably realized by now, your behavior was a bit rude. What are the chances that someone sent you a PhD thesis by accident?? Offering to give back something that someone sends you without first inquiring into the circumstances in which they sent it is really not great behavior. When someone gives something to you -- in circumstances other than a bribe or some similar kind of implicit quid pro quo -- the polite thing to do is say "Thank you." It would be a classy move to apologize to the person whose thesis you tried to give back.