I've been pruning a lot of honey locusts lately as part of a street tree contract. What I've noticed is a predominance of dead branching inside the canopy, which I suspect is a shade intolerance issue. If the branch isn't getting enough light, the leaves aren't producing enough carbohydrate so the tree kills it off. This is a natural process and the only way around it would be to thin out the canopy to let more light into the middle of the tree.
I've also seen them to be very susceptible to green aphids which right now is causing the upper leaves to curl.
Where I'm pruning, there appears to be two varieties, a golden one and a green one. The green one is full and lush, whereas the golden one is looking a little scraggly.
If it is looking thin this year, where is hasn't in the past, is there something in the landscape that has changed? Did you relandscape the yard, add a driveway/sidewalk, anything that could have affected the roots. What was the weather like last year? Was there a bit of a dry spell? The tree could be responding to a hot dry summer last year.