This is by design. We don't cache thumbnails because it's a resource intensive feature that doesn't fit the lightweight theme of the app. And AFAIK windows file explorer does not create thumbnails for archives, any that does it uses some sort of shell extension which we don't support.
You can try somewhat deep option, which doesn't scan the entire archive which is still relatively quick but might not fetch the right cover.
I would recommend organizing your comic books into folders with small numbers rather than having hundreds of them in the same folder. Alternatively, try the list view instead of thumbnail view which is very fast even for hundreds of files. This is infact the default behavior if the app detects many files in the folder.
You can try somewhat deep option, which doesn't scan the entire archive which is still relatively quick but might not fetch the right cover.
I would recommend organizing your comic books into folders with small numbers rather than having hundreds of them in the same folder. Alternatively, try the list view instead of thumbnail view which is very fast even for hundreds of files. This is infact the default behavior if the app detects many files in the folder.