By default, Voyager will draw thumbnails in a different process then where it indexes. The advantage is that Voyager will index the data quickly, however it will take much longer to draw all the thumbnails.
If you know you want thumbnails for everything, be sure disable 'Build Thumbnails in Separate Process'. When Voyager builds thumbnails in the same process as indexing, it only opens the resource once and is overall much faster.
See: Data Discovery Settings and Location Discovery Settings