You're probably not getting a response because you're describing something very strange that no one is able to reproduce. It might help if you can describe exactly, step-by-step, how to reproduce this. From your description, it seems you must be starting from a playlist view (which could be Playing Now). Do the thumbnails appear there? It then sounds like you're using a Locate...On disk (inside MC) to view a file list of the disk folder that contains the selected file. Do you mean to say the files in the playlist do not display a thumbnail in the resulting list view, but all the rest do? What about files included in other playlists?
What happens when you start from a normal Album view? Select an album that's displaying thumbnails for all it's tracks and add one track to a playlist. Does the thumbnail instantly disappear, or does it do so sometime later? As you're testing such things, it will help to display the [Image File] field. It will tell you the source of the file from which the thumbnail has been built. If that's a file name or 'Inside File' but there is no thumbnail, try Cover Art > Rebuild thumbnail. (If that causes the thumbnail to reappear, maybe the problem is with the thumbnail database, and the solution is to rebuild all the thumbnails.) It will also help to display the actual cover in the tag window (open the tag window and click on the thumbnail). That will provide visual confirmation of what is being used as the original cover. Finally, [Playlists] will tell you what playlist a file has been added to.
If you can't reproduce the problem consistently by doing these things, is there anything else you might have done in the past that could have caused it. For example, might you have attempted to assign a cover to a playlist? Or Artist images to the files included in a playlist?