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The screenshot suggests that some of the .dng files have previews embedded inside of them and some don't.

My understanding of DNG files is that the Finder can not view them directly; it doesn't understand the file format. So it relies on whatever program creates them to place a preview inside the file which Finder can understand. If it finds a preview, it shows that preview as the icon; if it doesn't find a preview, it shows the generic DNG icon. It looks to me like some of your DNG files contain previews and some don't.