We all do this, we all probably have a page called “Cover” or “Thumbnail” to hold the precious file thumbnail in our Figma design files.
But when you think about it, why should this component take place in our well organized pages panel?
Wouldnt it be nicer if there was a dedicated space for the thumbnail to be set as part of the design file “configuration”? for example (and sorry for using the “old” ui here 
)
This will lead users to a dedicated space where they can add an art board with the desired graphics and set it as a thumbnail (or maybe it will just happen automatically? who knows!)