I'm not sure what benefit you get from adding space after each formula.
Anyway, the space should be indeed added after the formula, not before it ends.
\documentclass{article}
\usepackage{amsmath}
\makeatletter
\let\)\relax % undefine \)
\DeclareRobustCommand\){%
\relax
\ifmmode
\ifinner
$\thinspace % add a kern after the formula
\else
\@badmath
\fi
\else
\@badmath
\fi
}
\makeatother
\begin{document}
$a+b$ xyz % for comparison
\(a+b\) xyz
\bigskip
\setlength{\fboxsep}{0pt}% tight to the box
% for comparison
\fbox{\parbox{4.8cm}{This line ends with math $a+b\,$ and text follows}}
\medskip
\fbox{\parbox{4.8cm}{This line ends with math \(a+b\) and text follows}}
\end{document}
The first two lines show that the space is actually added when the \(...\) syntax is added. The two boxes show that if one adds it before closing the formula, the space is not removed at line breaks.
