Some of the inherent limitations in being able to show file previews belong to Windows rather than the host application (with the exception of CMX, I think, if the preview handlers installed right). I imagine there are ways around it that don't involve having to process every file the host applicaiton can handle, writing a preview image and holding it either in memory or on disk but no matter how you did it if you opened a very large cache of images it'd have to thumbnail you're looking at a bottleneck, especially with something like Connect that's going to be intertwined with/parasitic to the host process. A fully external media/sorter/whatever application would be better in all cases, as others have suggested.
Some of the inherent limitations in being able to show file previews belong to Windows rather than the host application (with the exception of CMX, I think, if the preview handlers installed right). I imagine there are ways around it that don't involve having to process every file the host applicaiton can handle, writing a preview image and holding it either in memory or on disk but no matter how you did it if you opened a very large cache of images it'd have to thumbnail you're looking at a bottleneck, especially with something like Connect that's going to be intertwined with/parasitic to the host process. A fully external media/sorter/whatever application would be better in all cases, as others have suggested.
Corel ignored Corel CONNECT few version ago.