Actually, this feature is only for local pictures, and not remote (external).
There is no easy way to present remote pictures thumbnailed, except if they are do not the existing thumbnails on 3rd party end. That way it would be possible to code an add-on, which tries to connect to 3rd party and link thumbnails from it. But that's also is possible only of 3rd party follows all logics and definitely hosts those thumbnails for all the time. Else at some day you could see just empty squares instead of images...
A difficult way is to download remote picture on the server, create a thumbnail of it and host it somewhere on the local server, then display it in the list. But this will lead to lots of issues, which you could not even imagine :) incl. security issues. | 
