Displaying Identical Photos On A Desktop And A Cellphone

I connected my Android cellphone to my computer using the USB connection and copied some JPG and PNG files from my desktop to my cellphone. When I look at the files on the desktop they all display a small image of the file, but when I look at the files on the cellphone some of them display the generic icon instead (i.e. as if they had no embedded thumbnail).

Why is that and how can I fix it so the cellphone shows the embedded thumbnail?