Yep, it's exactly how you described it. I'm on my PC and if I use the HC video feature, or use the "Share" function on Youtube, the video thumbnail won't appear when I post the link.
But if you right click as the video plays on YouTube, click "Copy video URL", go to HC, and then right click "Paste", a thumbnail for the video appears every time.
Thanks heaps. It's easier to get your point across with a video thumbnail.