Yeah, the way it works now I think the file picker relies on Nautilus to generate the thumbnail first, so any new images will use a placeholder instead. Once you've viewed the file in Nautilus once, though, the thumbnail will show up in the picker from then on.
Depends on your use case, I suppose. I'm generally editing existing images and files, so I had practically forgotten that the picker doesn't generate the image itself. For me, thumbnails work perfectly 99% of the time, but for someone who is constantly working with freshly downloaded files, I can understand that it would be a pain.