It’s really the reverse of what you’re thinking: The thumbnails are already processed, and the opened raw file is not.
According to rawpedia, the RT file browser uses the embedded JPEGs from the raw files to make its thumbnails. The embedded JPEGs are created by the camera, with all the attendant processing specified in the camera’s Picture Control (or equivalent, I’m a Nikon person). Then, when you select a thumbnail to open the raw file, it is presented to you unprocessed, particularly when you start with the Neutral processing profile.
If you’d rather have something approximating the embedded JPEG to start with, you can make a RT profile that contains the Auto-Matched Tone Curve, which is essentially processing to approximate the embedded JPEG. Then, specify that profile as your default profile. Me, I’d rather start with the linear raw, and make the adjustments that suit me, rather than having to deconstruct processing already done…