I had exactly this problem and found an unanswered question on this forum.
I’ve finally worked out (roughly) what’s going on.
The code that loads the thumbnail images alongside the child page excerpts that show on a parent page looks for an entry for an image in the wp_posts table that has a post_parent id for the child page.
These entries are only created if you upload an image to include in the child page. They are not created if you select a previously uploaded image to use on your child page (apparently).
The solution is to go to your child page in the admin section, upload the necessary image from a remote source and insert it into your child page. This creates the necessary record in wp_posts. The you can immediately delete the image from your child page – the association remains in wp_posts.
Hope this helps someone!