That's strange.
I see what you're talking about.
I just right-clicked on your "after editing" image and saved it onto my computer and the thumbnail looks like the "before editing" image.
I would say that your JPG image does indead include a thumbnail which Paint.NET is not updating.
Currently, Paint.NET simply preserves all EXIF data so that it writes it back out after editing an image. In a future version, Rick has stated that he will be adding an EXIF data editor.
As a work around, you could open your image in Paint.NET, select all, Copy, then Paste into a new image. When you save, there will not be any EXIF data saved with it. OR, you would wait to do your editing until Paint.NET is updated with an EXIF editor.