Dear Sir:
We tried to reproduce the problem:
- fetched LibRaw/master from github to make sure
- compiled it with MSVC 2013.
- selected some sample files (Sony A7-3, Fuji X-H1):

raw-identify.exe fuji_xh1_compressed.RAF fuji_xh1_uncompressed.RAF _DSC0010.ARW UNCOMPRESSED_14bit.ARW:

fuji_xh1_compressed.RAF is a Fujifilm X-H1 image.
fuji_xh1_uncompressed.RAF is a Fujifilm X-H1 image.
_DSC0010.ARW is a Sony ILCE-7M3 image.
UNCOMPRESSED_14bit.ARW is a Sony ILCE-7M3 image.

Than I've modified simple_dcraw.cpp sample to print (numerical) format ID:

diff --git a/samples/simple_dcraw.cpp b/samples/simple_dcraw.cpp
index 47c329a..b079a9f 100644
--- a/samples/simple_dcraw.cpp
+++ b/samples/simple_dcraw.cpp
@@ -145,7 +145,7 @@ int main(int ac, char *av[])
T.tformat == LIBRAW_THUMBNAIL_JPEG ? "thumb.jpg" : "thumb.ppm");

if (verbose)
- printf("Writing thumbnail file %s\n", thumbfn);
+ printf("Writing thumbnail file %s with format: %d\n", thumbfn,T.tformat);
if (LIBRAW_SUCCESS != (ret = RawProcessor.dcraw_thumb_writer(thumbfn)))
{
fprintf(stderr, "Cannot write %s: %s\n", thumbfn, libraw_strerror(ret));

And here is the results:
simple_dcraw.exe -v -e _DSC0010.ARW fuji_xh1_compressed.RAF fuji_xh1_uncompressed.RAF UNCOMPRESSED_14bit.ARW:
Processing file _DSC0010.ARW
Writing thumbnail file _DSC0010.ARW.thumb.jpg with format: 1
Processing file fuji_xh1_compressed.RAF
Writing thumbnail file fuji_xh1_compressed.RAF.thumb.jpg with format: 1
Processing file fuji_xh1_uncompressed.RAF
Writing thumbnail file fuji_xh1_uncompressed.RAF.thumb.jpg with format: 1
Processing file UNCOMPRESSED_14bit.ARW
Writing thumbnail file UNCOMPRESSED_14bit.ARW.thumb.jpg with format: 1

From libraw_const.h:

enum LibRaw_thumbnail_formats
{
LIBRAW_THUMBNAIL_UNKNOWN = 0,
LIBRAW_THUMBNAIL_JPEG = 1,

So, all thumbnails format reported is LIBRAW_THUMBNAIL_JPEG

Please make sure you compile the library and your app with same libraw.h