I would use BuliCommander, a Krita plugin from @Grum999, with it, you can view all Krita thumbnails, browse your whole file system, and a few gimmicks more, but the best thing, it integrates in Krita, you can put it in your toolbar and call it from there! The repo is found here.
I don’t know if the little bug with the archiver is relevant for Linux too, but if so, you can fix it yourself by editing the file uncompress.py as described here, or you download the fixed plugin from my cloud.
Also, you can try it with different file managers. you are able to see them in dolphin, and I believe Double-Commander can display the thumbnails too, if it is not in your repo you can find the AppImage and other Linux download-options here.
If you can’t see them in dolphin, you may want to try this simple fix and edit your dolphinrc by yourself.
And these two links can help you get thumbnails of Krita and other files:
Michelist
Add/Edit: New download link added, the old file hosting service is defunct, sorry.