Just adding a little bit of extra info here. The problem here is that in Windows 10 (following the Fall Creators update last year) Microsoft added the "Files-on-Demand" option to OneDrive and this is set on by default. With this mode the previews for the folder view are actually being generated from the OneDrive service which supports a relatively small amount of commonly used formats
. This means any programs not directly supported by the OneDrive service (so those which also have thumbnails display correctly when just viewing via the web) will not display their previews correctly.
As mentioned in a link in a previous post in this thread if the "Files-On-Demand" option is disabled and the files are stored locally then the thumbnails should display correctly (once they have had time to download if necessary and the thumbnail cache to refresh). As this feature is not in Windows 7 this is why you can see the previews correctly on that machine.
Example with "Files-on-demand" active:
Example with this disabled: