If you have structure where these thin layers are very close, making narrow gaps, then using 2D sheets would understimate the capacitance of such gap. There might be other scenarios which 2D approximation can have some impact on the results. At the same time, it can speed up the simulation significantly. There are also other factors, like how thing the metal layer is compared to sking depth, or are we assigning it two-sided or one-sided boundary... Feel free to search these topics on HFSS online help to learn more about. To provide more specific discussion, we need to learn more about the project you are doing and possibly investigating the model, which leads to submiting your case for technical support.
In general, when you have more than one layer (one material), you need to assign Layered impedance boundary. There you should be able to assign thickness and material properties to each layer.