I could get it down to a single obj file in the folder. I checked all the file permissions to ensure the folder and file were readable too.
When I look in the Library/com.kenny.assetforge/cache, I can see all the normal png image caches for all the standard models. It contains a folder for each set, then a png outside the folder with names like `Aircraft\engine_capsule.png` (so the backslash is part of the filename, as macs use forward slash for the path separator).
My extra folder is there, but there are no images related to the models, so I guess something goes wrong between creating that folder and generating the preview image.
I hope this helps.