https://developers.oxwall.com/forum/topic/36785
Vimeo is listed per that topic above, but as i understand it thumbs may or may not appear depending on the video itself. Have you tried a different video to see if it has the same result. Also have you tried this on the demo site.
Are these your videos on vimeo or other peoples? I have been doing some reading on it and it seems there are account settings the video owner should do in order to assist with this.
I am not sure that the issue was passed to developers, or they decided not to fix it? because that problem was partially reported in that thread more than a year ago.
Additionally I can also confirm that videos added directly to the newsfeed from the Attachments plugin do pull video thumbnails from Vimeo, however only if they are added via a link post int he newsfeed and not from a video embed.
I think this issue is worth looking into as vimeo is an extremely popular hi def video resource than many people use. It should be given the same priority as youtube.