[4][5] As a result of the Royal Commission into Misconduct in the Banking and Superannuation industry Thorburn resigned from NAB in February 2019.
[6] In October 2022, the announcement of Thorburn's appointment as CEO of Essendon Football Club was widely criticised by then Victorian Premier Daniel Andrews, the media, and Essendon supporters due to the fact that at that time he also served on the board of City on a Hill, an Anglican church in Melbourne.
[9][10] Thorburn's role at the church led him to resign the day after his appointment announcement was made public, and nearly a month before he was due to begin as Essendon FC CEO in November.
"[12] Thorburn published a statement shortly afterwards, stating: "today it became clear to me that my personal Christian faith is not tolerated or permitted in the public square… People should be able to hold different views on complex personal and moral matters, and be able to live and work together, even with those differences, and always with respect.
[14] Essendon stated that Thorburn's resignation was not about "vilifying anyone for their personal religious beliefs", but rather due to a "clear conflict of interest with an organisation whose views do not align at all with our values as a safe, inclusive, diverse and welcoming club",[15] with the media at large calling Thornburns appointment in the first place as a failure of leadership and a conflict of interest.