You are indeed OCD, so OCD in fact, that nobody has asked about this before!
So, the way Foundry works is that the thumbs are generated and placed in the world folder, which would be the User Data section, then worlds/yourworld/scenes/thumbs.
However, there’s no way to actually edit these files on the forge sadly.
The only solution I can provide that should work fine is to export the scene as JSON, open the resulting file and replace the thumb value with a link to a file from your Assets Library.
Then import the scene through the same context menu into the existing one.
Hope that’s fine. In a local Foundry you’d just be able to replace the image with a different one and replace it that way. It might be a good feature suggestion to Foundry to be able to replace this image from the scene context menu itself. Shouldn’t be too difficult.