My Nokia Icon has an option to make two versions of a photo, JPEG & DNG.
When I am in the import dialog, and select the camera as the source to import from, the DNG files do not have a preview. They have the words "Preview unavailable for this file.". But, if I double click on the preview, it shows the photo just fine.
I don't understand this. If LR can read the file correctly, why doesn't it show a preview in the Import dialog?
I copied all of the photo files from my phone to my hard drive and when I tell the import dialog to import from the hard drive then all of the photos in the import dialog have previews.
The workaround of copying the files to your hard drive before doing the import does not surprise me that it "fixes" the problem.
The problem (not finding a JPG preview in the DNG file) seems odd.
When you connect your camera to the computer by the USB cable, the camera has to pretend to be a hard drive. Most cameras do the smallest amount of pretending that then can get away with. Sometimes they don't quite get it right in what they do; sometimes they don't do quite enough. This is one of the major reasons that using a card reader is always recommended.