That might depend on what level of supervenience you're thinking about. We could imagine a neural network in which individual neurons communicate with one another over a REST API. Is the REST API I/O, or thinking? My view is that an individual is defined by the constriction of an interface, which is why a severed corpus callosum results in something of a second person inhabiting the same body and doing things that the vocal resident cannot account for (putting items in a shopping cart which the vocal resident does not desire, attempting to strangle the body, etc.). I believe that there are parts of the brain doing behind-the-scenes thinking that the vocal resident is unaware of even when the corpus callosum remains intact. Depending on how small of an interface we require to consider someone an individual we might decide that there are multiple individuals in every brain, or we might decide that connected networks of brains (through language or other means) can form an individual. The level of brains speaking to each other is just one level of supervenience which might not be more or less privileged than any other, simply a level that is useful for conducting human affairs. Language is message passing, and if we believe that no individual neuron thinks then message passing seems necessary for thinking.