I'm noticing that Opus does/doesn't display video thumbnails inconsistently within the same file format, but perhaps it's because of CODEC support? MP4 files in H.264 show up fine but MP4 files in HVC1 only show the video player icon.
File Explorer is the same, presumably?
HOW TO: Enable/fix playback of various media formats in Opus has links to both the Microsoft and DirectShow codecs for most formats. One of those is probably what you need to install.