Wait, so the recommended solution is not to fix KeyShot to include thumbnails in the PSD, but to require users to run an action on their rendered images before they can simply see thumbnails in the folder listing?
Of course, I fully understand that adding thumbnails to the PSD file format might either require licensing / obtaining permission to use the standard from Adobe, or might not be published at all.
If that's the case, that could be a reasonable response from Luxion - "We can't do it due to matters beyond our control", or "We'll add it to our feature request queue for some time within the next year".