They have already tried to explain you that the preview of media files has nothing to do with a graphics editor.
The reason why you can see the preview in Fastone Image Viewer is because, like the name implies, is a viewer.
When it comes to open the raw files from within a graphics program, the software can only rely on the native OS to preview the files on your hard drive. And that's not a limitation of Affinity Photo, this would happen in any other software.
You can try free software to enable preview in Windows Explorer which will work for all the graphics applications you have installed on your machine (because these apps work at the OS level).
Here are a few examples:
https://sourceforge.net/projects/sagethumbs/
Argus Viewer (can't find the link at the moment)
https://www.videohelp.com/software/Media-Preview
Blu-By-U got a reaction from Rick G in Help with JPG export