Under my CC license, I have Photoshop CC 2014 on a Macbook and a Dell running Windows 7.
Adobe and Microsoft both have had their differences in PSD thumbnail rendering. To this very day I do not know if this was settled, because there is inexpensive third party thumbnail rendering software. $20
Ardfrey PSD Codec renders not only PSD but PSB thumbnails at the Desktop/Windows Explorer level. That included open/save dialog boxes in CC 2014 using the Extra-large thumbnail view.
I pounded on Ardfrey a bit and it created a 32 bpc 5.65 GB psb file and it rendered a thumbnail.
In short, you might have to go to Windows if thumbnails are very important to you and you need this now.
Sadly this sort of software is not yet on the Mac side.