What you can do is after transferring the files to your scene folder in the runtime, load them and resave by clicking the + button, this will add the thumb, i know that will be a pain but you only need to do that once, as previsouly said if you dont and you want to find the scene again in the future you will  have to go through the whole process again, once done its done.

Any new scene saved from now within the programme will have a thumb

attached is where you save your old files within the runtime

Tools:- Win10, Dell XPS8900, ZBrush, Marvelous Designer 11, Hex 2, PSP8. PSP 2019 Ultimate, DAZ Studio, Affinity Photo, Affinity Designer, Filterforge 11, flowscape,  Classic UVMapper, and several headache tablets.