As moses has noted above, Bloody Sunday was never really dealt with properly until the end of the Saville Inquiry in 2010. The one carried out immediately afterwards was, at best, a botched job that overlooked much of the evidence in favour of the British Army and made several false claims, such as suggesting the victims had been armed.
As you say, there were repeated calls for another inquiry, however this was never agreed to until 1998, under Blair. It's perhaps unfair to blame Thatcher primarily for Bloody Sunday given that it wasn't her administration under which it occurred, nor was hers the only government not to deal with it properly. However, given that she was the longest serving Prime Minister between the tragedy occurring and the Saville Inquiry being commissioned, on top of her already notorious relationship with Irish Republicans on other areas, it's an event with which she has always been associated.
I note your comment above about how the Republicans can't get on their high horses about it given the instances under which the IRA killed civilians, and I think there's a case to be argued with that in relation to other events during the Troubles, such as the hunger strikes. But Bloody Sunday really was a one way street in my view. The British Army behaved atrociously that day and all the victims were unarmed civilians who had been marching peacefully. The fact it was covered up and that some of the officers involved were decorated afterwards was a real travesty. Given all those facts, I think it's both reasonable and understandable that people were up in arms about it long after 1972.