Ummm, by having greater total volume to fit in the components? Lumia 900 has total volume of 100.7cm³, N9/Lumia 800 has total volume of 86.3cm³, or almost 15% less than the Lumia 900. That, plus the fact that Lumia 900 doesn't have curved screen (shaves off almost half a millimeter) and you draw your own conclusion on how they managed to make it 'thinner'.

In real life, tho, one would not be able to notice a difference of 0.6mm on a device of such size anyway.