The thumbnail is created when the component is created (even without saving.)
I see this same “top down” parallel projection thumbnail generation in SU2018 as well.
We have to save out the component as a file, then open this file in a new instance of SketchUp, manipulate the view to a perspective iso and save the file (with “Redefine thumbnail on save” checked in Model Info > File > General.)
Then in the original model, right-click the component in the browser (or one of it’s instances in the model) and choose "Reload…, picking the saved file in the openpanel.
The thumbnail is then updated.
So why is it this way ?
Perhaps because the XY ground plane is the cutting plane for window and door components and the devs just try to make it easier on component authors ?