The underlying issue is that when Files On-Demand is enabled in the OneDrive/SharePoint client, which is normal and standard these days, the thumbnails are only pulled from file types that are supported by SharePoint’s previewers, not Windows itself.
File types supported for previewing files in OneDrive, SharePoint, and Teams
If Trimble reached out to Microsoft’s SharePoint team and worked with them to add .skp support to SPO’s previewers, this matter would be resolved for all versions of SketchUp instantly.
I requested this very thing in 2019 on Trimble’s forums:
SharePoint Online and OneDrive Support