hard to be certain without seeing pictures of symptoms on a per herb basis but it could range from wrong soil, or not enough nutrients in the soil (typical with supermarket bought herbs, they only want them to last a few days else you won't buy more), to not enough of the correct light - inside the kitchen windowsill may not have all of the components in the light available to the plant due to (for example) double glazing which filters out certain aspects of light waves. But I would settle for the most common issues - not enough nutrients & usually not enough light, followed by erratic watering (from a plant's point of view - they usually follow a too dry, too wet cycle in our household).
If however you are buying them from a garden centre and see these issues, then if they are inside it will most likely be a light issue.
If I want thyme, I buy a pot for £5 from a garden centre and use that, kept by the front door. I would not purchase the stuff from a supermarket because they are deliberately grown for a very short life span and have few nutrients available to them for continued growth and are genetically engineered not to produce enough roots etc. For things like basil, I have to confess to buying the frozen fresh basil in Waitrose now, unless I know I need a lot and it will be used within a day of purchasing it. fresh coriander is the same, parsley I just randomly through seeds down in the borders and it is kinda hard to kill it. Oregano & marjoram grow quite happily in the UK as well (my last place had a plot that was taken over by them which was at least 3m long by 2 m wide - they like well drained sandy soil and full sun).
