When following the documentation to import photos through LDAP: KB0597756 the corresponding thumbnails (file name thumbnail_<sys_id of the photo attachment record> are not created immediately. This KB KB0693478 explains more about the 'thumb_' record and says the avatar uses the thumbnail photo. When manually setting a profile picture, the avatar updates as expected.
The thumb_<sys_id of photo attachment record> sys_attachment records are created when the user does a "avatar-worthy" action, such as opening the chat window, a live feed, or an activity stream. It does not get created automatically when the photo attachment is added.