Hello,
Sorry to hear you are having issues. Not sure why it happen on your system, but, on my "Aero Metal" thumbnail show up normally. Might need to delete and reinstall the skin. Try this, right click on that blank skin, select delete skin, make sure that skin no longer listed in WB, double click on that deleted style wba file. That should install the skin. Check if it get listed with thumbnail show up. If not a reboot might help. Try that and report back.
As for Single wba file vs zip file, the main file for WB is wba file only. Some skin author zipped this file together with wallpapers, fonts, icons, cursors and other files. That is the only reason you see zipped files.
Thanks
Basj,
Stardock Community Assistant.