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Why does αναβαινω takes an aorist active indicative 2nd athematic (-μι) ending (ανεβην) whereas αναβαινω is a thematic (-ω) verb and thus should be spelled ανεβον (aorist active indicative 2nd thematic) ?
e.g Mt 5:1
Ἰδὼν δὲ τοὺς ὄχλους , ἀνέβη εἰς τὸ ὄρος
As best I can tell, this is due to a mild case of suppletion.
In Classical Greek, the verb system hadn't gotten as thoroughly regularized as it was in e.g. Latin (with its four-and-a-half nicely-delineated conjugations); different systems of the "same" verb could come from different Proto-Indo-European constructions, like with πείθω's two different aorists with slightly different meanings (ἔπιθον vs ἔπεισα). Sometimes they even came from different Proto-Indo-European roots entirely, as in ὁράω, ὄψομαι, εἶδον "to see" (from PIE *wer-, *h₃ekʷ-, and *weyd- respectively).
The present forms of βαίνω come from Proto-Indo-European *gʷem-. However, its aorist ἔβην comes instead from *gʷeh₂-. And as a result, the present acts like a thematic, but the aorist acts like an athematic. Over the millennia this irregularity, like so many others, got smoothed over, and in Modern Greek, the "aorist" form is a perfectly regular ανέβαινα.
(It's worth noting that ἀναβαίνω in particular did also have a regular thematic-style aorist ἀνέβησα, meaning "to put onto". I don't think this is attested for most other compounds of βαίνω, and isn't especially common, but does show up several times in Homer and Herodotus.)
It's not the case that all Greek verbs with thematic presents form thematic aorists, nor that all verbs with athematic presents form athematic aorists. There are exceptions both ways: for example γιγνώσκω, ἔγνων, but on the other hand δείκνυμι, ἔδειξα. Smyth §687 gives a list of the first type of verbs. As with many common Greek verbs, this is an irregularity that simply needs to be memorized with the principal parts.
(As Draconis says, βαίνω and its compounds do additionally form a sigmatic aorist ἔβησα; as in a handful of other such verbs with both types of aorist, the sigmatic forms are transitive/causative in meaning, while the athematic ones are intransitive.)
