When a computer (which is what the TV is) has direct access to a media file, it can do whatever it has been programmed to do using the data at its disposal.
DLNA is a specific protocol for access to media across a network, which involves a client (in this case your TV) and a server (where the media is stored). The client sends requests across to the server, the first of which is a "what servers are out there?" - which produces your original listing identifying the DLNA service you have set up. There then follow requests to drill down the folder structure listing the contents so that you can identify a media file you want to play, and finally a request to serve the data in the media file.
The point is that there are no requests within the DLNA protocol to enable serving an animated thumbnail, the client does not have direct access to the file itself (only the view of it presented by the DLNA server).
The benefit of DLNA is that it is designed to "just work" as long as there is a client and a server on the same network. Normally accessing files across a network requires considerable user configuation, and that is what DLNA eliminates (modern NAS units have DLNA preconfigured, for example) so that the non-techie user can cope with it.
If the TV supports direct NAS access (SMB or NFS rather than DLNA), and if it still generates an animated thumbnail when using that access mechanism (it may do, SMB and NFS are little different from having the file locally), try setting up a network share on your computer and ditch DLNA. Or settle for what you've got and stop wishing for the moon.