I would check your settings in Thunderbird's address book for the person you are sending to. There is a setting that controls whether Thunderbird will send HTML or just plain text. If you have it set to Plain Text, that is all it will send, no matter what you use for composition.
To check this, go the Thunderbird address book, select the person in question, Select Properties and find the box entitled "Prefers to receive messages formatted as:". Set the drop box value to HTML.
If you don't have an address book entry for the person in question, this might be a good time to create one. Create on, set it up for HTML and try it out. I am guessing that this will resolve your issue.
Let us know how it goes.