I am using Dolphin under WSLg (with Windows 11) and have a filesystem mounted with drvfs (9p).
And while Dolphin is generating the video thumbnails as it should, none of them are cached under ~/.cache/thumbnails.
Caching is working as normal on the root filesystem.

Fully updated Arch, with KDE Plasma 5.24.5 and KDE Gear 22.04 running under WSLg.