Yes, excess soy can hamper absorption. The question actually came up a few years ago. The manufactures of the replacement hormone pointed out that infants on soy formula (meaning drinking it all the time) would have problems absorbing thyroid hormone.
I think the key word here is "excess". If you are taking your horones by themselves and away from soy intake, you should be fine. If you are a committed vegetarian who is using a LOT of soy, tell your doctor so that the two of you can come up with a plan.