Hello! I noticed that Dolphin isn’t showing thumbnails for .exe files, even though the thumbnail option for .exe files is enabled in the settings. I’m running the latest version of Bazzite and haven’t made any interface changes.
Remember that Bazzite is primarily designed as a console replacement. While it does have a desktop, it hasn’t been optimized for that use, unlike Aurora or Bluefin (as far as I understand).
If you are going to be a heavy desktop user and you like to game, Aurora can load all the game stuff. You’ll be getting a more polished desktop experience.
that being said…I love the Bazzite desktop wallpaper 
icoutils package is required for this functionality. This dependency is unfortunately not stated anywhere clearly.
Check if the package is installed. If not, you can layer it on top of your system with rpm-ostree install but be reminded of negative consequences of that:
I’ve been having the same issue since I first installed a couple months ago. icoutils is installed by default and functions.
Other people on Reddit have had the same issue: https://www.reddit.com/r/Bazzite/comments/1obxehi/
This should work out-of-the-box, and for other people, it does, as can be seen in images from the Linux/SteamDeck docs for SADX Mod Installer.