I have not seen those in years... Is that a network drive?
One Commander asks Windows for file thumbnail. Windows checks its own thumbnail cache and if there is a thumb it returns it, and if not Windows extracts a thumbnail, gives it to OC, and saves it for future use. On local drives it saves all thumbs in one file somewhere in Windows folder, but on network drives it saves it in individual folders. OC doesn't directly create those files, but they get created by Windows when it asks for thumbnail. If Preview is collapsed it should not ask for thumbnail.
Quick search shows
Win+R, type gpedit.msc
User Configuration > Administrative Templates > Windows Components > File Explorer
Double click on Turn off the caching of thumbnails in hidden thumbs.db files.
Click Enabled (enabled means off)
Restart
If it is not a network drive, check if it is something other than NTFS formatted, or if there is something else particular with that disk?