Firefox keeps a collection of thumbnails even if the user disables display of thumbnails on the new tab page.
The folder of thumbnails is here:
~/.mozilla/firefox/xxxxxxxx.default/thumbnails
To prevent storage of thumbnails in the first place, an entry has to be created using about:config
preference: browser.pagethumbnails.capturing_disabled
type: boolean
value: true
Source
Of course, one could just use private browsing or empty cache.