But... thumbs.db is precisely not an "attempt to use filesystems in "interesting" ways" — it's literally a just hidden file with previews stored in it. Storing the preview in the alternative stream of the file with the picture itself would be "an interesting way".

In the particular case of thumbs.db, storing them in NTFS alternate data streams would have been a good idea; they're essentially caches for the main data stream, so if they fail to copy to different filesystems it's totally fine. Of course, that wasn't viable because 1) IIRC that was before the widespread adoption of NTFS, and 2) they probably still need the cache somewhere for vFAT USB drives.

Agreed. Where else would you put that stuff? It’s gotta go somewhere, and this is the least surprising place IMO. Anywhere else would have to be a parallel store that follows filesystem mounts and unmounts, renaming directories, etc so that it alway perfectly mirrors the thing it’s configuring.