Hello,
the thumbnails come from the PDF24 thumbnail handler. Windows uses it when PDF24 Reader is set as the default app for PDF files. If you set another program as the default app for PDF files, PDF24 no longer creates them.
With the next version you can switch them off without changing the default app: in the PDF24 Settings under Reader > File Explorer, untick Show thumbnails of PDF files (the preview pane can be switched off there too).