Thermal or chaotic light sources emit radiation characterized by a slightly enhanced probability of emitting photons in bunches, described by a zero-delay second-order correlation function g((2))(0)=2. Here we explore photon-coincidence counting statistics of thermal cavities in the ultrastrong coupling regime, where the atom-cavity coupling rate becomes comparable to the cavity resonance frequency. We find that, depending on the system temperature and coupling rate, thermal photons escaping the cavity can display very different statistical behaviors, characterized by second-order correlation functions approaching zero or greatly exceeding two.