if your USB throughput isnt fast enough windows wont pull up thumbnails. I really doubt the phone has any control of it.
Once you are able to view SD contents of the phone over the usb cable, your phone is no longer in control of anything, its just the slot through which windows can talk to the sd card.
when you are looking at the sd card via windows, try right clicking in an empty space inside the folder and change the "view" mode to thumbnails, or preview. instead of "icons"