facebook shows the comment without a thumbnail

The comment box does not have an option to show the thumbnail. We'll be implementing a method for Facebook to better scan your page in the next release, which should help it pick up thumbnails automatically for Like's and Comments. Please see the following post for more information:
www.sourcecoast.com/forums/topic?id=1358&p=1#p5337

I'm honestly not sure. You can test it yourself to see what happens, but we've seen a couple of instances where the Like, Share, and Comments don't properly get the images. It seems site specific, and we think it also has to do with whether that specific page has ever been posted to Facebook before.

Facebook says that they scan pages that have been submitted every ~24h.. so if it's the first time being linked to, in any manner, it's possible that there would be no image that it knows to associate with it. Subsequent posts would already be in FB.

Again, we're going to be implementing a system to provide the tags in the next release. It probably won't be 100% perfect for all scenarios in it's first release, but we always make incremental improvements.

Hope this helps answer your question.