Just tested with Focal's Nautilus 1:3.36.3-0ubuntu1.20.04.1 and this does not happen.
Followed the same scenario and renamed 2 out of 4 sample files:
1) Using Nautilus itself. 2) Closed Nautilus and renamed the files in terminal.
In both cases Nautilus automatically regenerated the thumbnails.
Just tested with Focal's Nautilus 1:3.36. 3-0ubuntu1. 20.04.1 and this does not happen.
Followed the same scenario and renamed 2 out of 4 sample files:
1) Using Nautilus itself.
2) Closed Nautilus and renamed the files in terminal.
In both cases Nautilus automatically regenerated the thumbnails.