We've been seeing reports of missing thumbnail previews in the AutoCAD OPEN dialog box, usually in AutoCAD 2014 or 2013. This can usually be traced to the registry setting that controls this feature, which is:
\\HKEY_CURRENT_USER\Software\Autodesk\AutoCAD\Rxx.x\ACAD-xxxx:xxx\Profiles\Profile_Name\Dialogs\Select File ;; Set the DWORD "PreviewVisible" to 1 ;; the blue parts vary depending on your system, version, and profile name
Some people report that after fixing this, it reverts back to being set to 0. Not sure what is causing this, but you can be proactive and just SET this value to 1 each time you start up AutoCAD. That way if the preview goes away, just restart AutoCAD. Do this by adding the code below to your acad.lsp file. If you do not have this file in your support file search path, then create it using Notepad. Do not edit the file that comes with AutoCAD named "acad20xx.lsp"
;; This autolisp code will correctly identify ;; the variables in blue shown above. (vl-registry-write (strcat "HKEY_CURRENT_USER\\" (vlax-product-key) "\\Profiles\\" (getvar "CPROFILE") "\\Dialogs\\Select File") "PreviewVisible" 1 )