They certainly understood the value of being unprejudiced, indeed many of the ideas of how to think that permeate Western Civilization came from the Ancient Greek and Roman civilizations.
>I think we can say with certainty that they must have lacked some idea of great value to thinking.
I believe there is one idea that they lacked which is that of the Scientific Method, and perhaps some others that helped ignite the Industrial Revolution.
However
>That makes the ancients all worse at thinking, all of them.
No, that does not follow at all. For that to follow you would have to show that those ideas were more valuable to the process of thinking than all the others that they did have.
Furthermore there has been sufficient argument already put forth here in this thread that their abilities at memorization and rhetoric provided a better ground for thinking than a lot of modern people possess, you would have to show that these ideas they did not possess are of so much greater value that they essentially negate the things in which they show superior skills.
You might suppose that to do this all you would need to do is to point around at the highly technological world we live in, but this would be seem to be a categorical error because we are discussing their ability to think not their technological levels. You could make the argument that the superior technology is the output of the process of thought, but I don't think an HN post will be sufficient to make that argument.
Finally assuming the Scientific Method was so superior an idea that it made the Ancients worse at thinking it would actually only make them worse at thinking than people who reasonably understand and apply the Scientific Method in their daily lives, which one look at the news should tell you is not that many people.