It's not that odd though...
The JPG file structure can contain thumbnails.
Some graphical programs have bugs in them or can't realy deal with JPGs (or TIFFs) which have other pictures (like thumbnails) embedded in them. The same goes for scripts or other tools. Some can't deal with the extra meta data (also known as EXIF data).
Another common problem, with the same issue, is when some programs convert images to JPG. Some don't realy write proper JPG files or embed very strange incompatible structures. And as such, when those files are opened, the wrong image is read (eg: the thumbnail instead of the true image).
I suggest you use another converter or editor to convert or edit your images.
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