It's likely because you don't have any MPEG video decoder codecs installed, so Explorer doesn't know how to read the files to generate the preview.
About one year ago, I purchased an Everio HDD Camcorder. It works fine, then I ran out of memory. So, I had to move the files from the camcorder to the computer....blah blah blah, that's another story.
now when I go to look at the files that are now stored under My Videos, I only see the MPEG icon, I don't see a preview of the video as I did before.
This is kind of a weird situation because I could preview the files before, but now I can't. Maybe yet another Windows update? Idk but this is really nagging me.
Any help would be very much appreciated.