I believe that the behavior you're seeing is by design (Microsoft's design).
Windows Vista introduced Microsoft's Desktop Window Manager (DWM), which is responsible for displaying the thumbnails using composition, which is defined by this article as:
The desktop composition feature,
introduced in Windows Vista,
fundamentally changes the way
applications display pixels on the
screen. When desktop composition is
enabled, individual windows no longer
draw directly to the screen or primary
display device as they did in previous
versions of Windows. Instead, their
drawing is redirected to off-screen
surfaces in video memory, which are
then rendered into a desktop image and
presented on the display.
Desktop composition is performed by
the Desktop Window Manager (DWM).
Through desktop composition, DWM
enables visual effects on the desktop
as well as various features such as
glass window frames, 3-D window
transition animations, Windows Flip
and Windows Flip3D, and high
Since minimized windows don't update their thumbnails, as they're not being drawn to the screen, any thumbnail you see of minimized windows is actually that of the last repaint of that window before it was minimized.
You must be running some program that degrades or disables DWM, which is responsible for displaying the thumbnails, while all the other windows are minimized. This program can be a full-screen game or any program that degrades the display to Classic Mode.
When you start this problematic program, composition is disabled, and the stored thumbnails are erased (since they're not useful when compositing's off). When that program exits, compositing is turned back on, but the thumbnails are gone : the DWM can't regenerate the thumbnails on its own because the minimized windows are are not being repainted. You now need to un-minimize these windows so they get repainted, and it's that way that their thumbnails get regenerated.
What you're just seeing is an artifact of the way Microsoft designed minimized windows to work with the DWM.