No, I don't see them (I use only details view and never used thumbnails view so I couldn't think about its relation).
I'm using Windows 10 but not using any codec pack. Windows Explorer also doesn't show thumbs for .mkv but Windows Media Player (or whatever it is called currently and which I'm not using) can play these .mkv files.
I thought that if Windows' own things can play it then they can also show thumbnails. Did little web searching and discovered that things in Windows aren't easy enough to manage with only one certain formula. I think I rather not see thumbs in HoverBox than installing some codec packs. (Trying to keep things as portable I can)