Those preview thumbnails are a fairly new development. They haven't been rolled out to all videos, and chances are very good that some percentage of the time they might fail to be generated, especially in the first few months of the feature being added. There's also the chance that this feature may or may not be continued, especially when it's something fairly new. Just checking a few videos at random, I'm seeing it appear for some and not for others, and some of those it doesn't show up for are recent Partnered uploads that have over 1 million views, so it doesn't seem to be necessarily a feature that is only hit-or-miss for the average user, it's just not that predictable or dependable just now.