I'm not sure, but I suspect it means there was no preview embedded in the file.
Brillian, Peter. But I'd like to know what the .lay extension means. That's not an INDD file, nor any image format
@Peter : You may be right, because this is the result of a drop of a picture on a picture frame already containing another picture. The old picture preview has not been replaced by the new one, even if the link has been updated by the drop. The question is : How do I restablish the preview ?
@Sandee : .lay is an extension used by a plugin I work on. It is just a replacement of the original extension of the picture file. This can't be the cause of the problem, because it has now worked for years without any issue.
The pictures in the document are two eps and a tiff (one eps and the tiff correspond to the links without little preview in Links panel)
I don't know what was the problem, but I found a workaround : Select the picture in the frame, delete it, and proceed to a new drag and drop.
Seems like the link was deleted, but not the low definition preview of the picture...