I closed 7+ Taskbar Tweaker, and yes, the issue persists. On my system (Win 10 Pro 1803), the thumbnail previews never disappear, and they cover the shift-right click menu. But that isn't a 7+ Taskbar Tweaker issue/bug.

Does anyone know what Win 10 setting could do this? This is a machine where I haven't done much customizing. Everything should be at default.

I found a workaround using Win-M to first minimize then show all windows. But I'm still curious about what might be different in the settings of my machine to do this.