Even if the memory card that was subjected to write back in PlayMemories Home was inserted into the camera, it does not appear as a thumbnail in the playback screen.
Switch Media Settings to the memory card and set Recording format to that is the same configuration as the file that was written back. If a thumbnail still does not appear in the playback screen, you must repair the image database file on the camera.
From the menu, perform Repair Img. DB F..