You need to be using Camera Raw version 7.3 at least, and not be downloading your images using an old version of Nikon Transfer.
You can check your version of Camera Raw in Photoshop (Help > About Plug-ins). The latest version of Camera Raw is currently 7.4.
If you use it, update Nikon Transfer to the latest version, or just use Adobe Photodownloader instead.
If you do all this and you still see thumbnail icons, you might need to purge the cache for the folder.
Epilogue: I just read the question again and fear that I may have misunderstood, but the last part of my reply still applies.