I just re-read your original post and realized I misunderstood you.
I thought you wanted to get the thumbs.db
files that Windows saves in each folder containing images or videos to save to the RAM disk, but the thumbnail cache
is something different of course.
It could well be because of your RAM disk being a removable disk, but the filesystem won't have any bearing on that. Nor does making it active really make much sense, unless you plan to boot from it somehow.
Do you have an option in the RAM disk software itself to make it a fixed disk?
Another option might be to simply turn thumbnail caching off altogether. This is done in Control Panel -> System -> Advanced
tab under Visual effects, processor scheduling, memory usage and virtual memory.