They suffered heavy casualties but that's relative to the losses incurred by a winning side. The thing with ancient and medieval battles is that the majority of losses in a battle were suffered by losers when they routed - the winners could cut them down as they fled. The actual losses on the winners side (losses suffered from the actual hand-to-hand fighting) tended to be low, a fraction of the losers.

So take Herodotus' accounts of Persians being driven on by whips and dying by the score on the end of Greek spears with a massive boulder of salt. There's a lot of Greek tropes present and modern scholars don't believe this is what happened. So the Persians did suffer heavily for a battle that they still won, not Pyrrhic levels but significant.

Also ignore the visuals you usually see of ancient/medieval combat where two sides just smash into each other in a confused melee. We don't know how combat worked but we know it wasn't like that. The current model has the two sides fighting hard for a few minutes then pulling back a safe distance to catch their breath and psych themselves up for the next bout. Rinse and repeat. If the Greeks could rotate their forces (and presumably the Persians with their large army could do the same) they'd keep their forces fresh. Losses in this phase would be low as most would be fighting defensively (e.g. trying not to be hit more than trying to score a hit). Only the most motivated badass/hardcore soldiers would have the nerve to 100% commit to offensive fighting.

Lastly remember that it was a combined Greek army that fought at Thermopylae and that they rotated contingents so all the Greeks present fought at some time. The final stand was by the Spartans and the Thespians. Supposedly the Thebans were also forced to stay behind but surrendered immediately - not sure how accurate that part was, Athens and Thebes did have a rivalry. Furthermore the Helots (Spartan serfs who were traditionally treated atrociously) who accompanied the Spartiates almost certainly died alongside them.