It can be an awkward moment, you're usually given the opportunity to ask any further questions, once you've done this - what next?
Last impressions matter - candidates should reinforce their interest in the role directly to the interviewer. You can say something like " I found the meeting really useful, I have more insight into the role and I'd just like to say that I am genuinely interested in this role and feel I can add real value to the team".
What did you just do? You demonstrated an interest and passion for the role. The interviewer wants to hire people who genuinely want the job, its likely that those are the candidates who work hard and stay in the role. By reinforcing your interest, you leave an impression in the mind of the interviewer - compare the opinion they would hold of you versus someone who just says thank you and bye?