Ok, I have got a solution but not the best solution.
what lead to crash is when you create a FThumbnailPreviewScene, you actually create a new UWorld with no PhysicsScene.
So the physicsscene is NULL, and many code about physicsscene will lead to a crash.
What I do it just fix this line in ThumbnailHelpers.cpp:
FThumbnailPreviewScene::FThumbnailPreviewScene()
: FPreviewScene( ConstructionValues()
.SetLightRotation( FRotator(304.736, 39.84, 0) )
.SetCreatePhysicsScene(true) //set it to true
.SetTransactional(false))