Copying actual image files in OSX (instead of image data) gives that thumbnail. You're actually not supposed to be able to copy and paste files at all, since I don't think there is any way for me to access the data in the file through the clipboard. I believe OSX is alone in putting thumbnails in the clipboard when copying files.

This might be a bit confusing, I'm going to have to figure out how to make this more clear to the user.