Happy holidays.

I do web design and I always download zipped backups of my sites. These contain image folders.

When I view these folders on desktop there are no thumbnails and I cannot generate any. I can move/copy and image from these folders to another folder and then there are thumbnails. If I move same image back those thumbs vanish again, replaced with my GIMP icon with an X on them.

1) Why is Windows unable to make thumbnails in these folders after downloaded?
2) How can I fix this?

Ideas welcome!