Can you try to use another program to view the images? Irfanview, for example. Windows might be giving you BS. If you can view the images OK on the camera, they should be fine - the camera won't show you the thumbnail, especially not if you can zoom in on it.
A thumbnail for previewing the picture on the camera's LCD screen, in file managers, or in photo manipulation software.
This has prompted some camera manufacturers to develop non-standard techniques for storing the large preview images used by some digital cameras for LCD review.
AFAIK, the camera does use the embedded jpeg for its LCD preview.