Hi Francesco,
OK - I've had a look at your screen capture, but we are still missing a vital piece of information - thefile extension for the file in question.
I'm sorry, but for several years now Microsoft has been dumbing-down their releases of Windows. It would seem that they have no reason to believe that users have any need to see file extensions, and so they turn them off, by default.
You will need to perform a suitable search for yourself to learn how to turn file extensions (for all files) back on. My guess however is that those files that do appear with a thumbnail of the associated image have been saved in a format that Windows can automatically recognise, interpret and display, whilst those 'white-box' icons contain the image data in the best format for PixInsight, and for which Windows is unlikely to ever provide an interpreter.
Further - if you 'double-click' on one of your 'white-box' image icons, this should cause PixInsight to start running (if not already running) and then display the selected image(s). If this does not happen, then you have lost what is called 'file association' whereby Windows, otherwise incapable of doing anything with that particular file type, checks an internal table to see that it has been configured to open files like this, with a certain file extension (that you cuurently cannot see) with a program called PixInsight.
I hope I haven't lost you during my attempts to explain what I believe might be happening - but, if I have, please come back for more hhelp.