I didn't think newer versions of Windows generated Thumbs.db either (well I think they do, but in some centralised location I thought rather than in every single individual directory).
Ah, guess my knowledge was a bit out of date then :) I haven't been a regular Windows user for quite some time. I thought I'd seen Thumbs.db files generated on flash drives by at least 7 though.
They switched to storing thumbnails locally.