The haze in northern Thailand is indeed a yearly phenomenon, but the main driver for it is local farmers burning fields to prepare for planting in the following wet season. Since it's the dry season, there's nothing to contain or tamp down the smoke and dust, plus there's 'normal' air pollution from cities, cars etc in the region. Throw in the local topography — valleys surrounded on all sides by mountains, no open ocean nearby — and you get pretty bad haze.
Some of this obviously filters down all the way to Bangkok as well, although that city has pretty bad air all year around thanks to plain old smog. You were pretty unlucky to get hit in Krabi as well though.
This is all somewhat different from the Indonesia/Malaysia/Singapore haze, which is caused by (mostly illegal) jungle clearance. Having experienced both first hand, this style of haze is both much more unpredictable, as it depends on wind direction, and much worse on a bad day, since a burning jungle produces a lot more smoke than a few piles of rice straw on a paddy. Since most of this originates from Sumatra and Borneo, it's unusual for it to make it as far north as Thailand, but if Malaysia really gets walloped then the southernmost bits of Thailand may be impacted as well.