I have more than a few hundred pictures
(some folders have 30,000 images in them), meaning my situation is seemingly similar to yours... (or atleast was, back when i had w7)
The images do take time to cache, but I could still browse the folders (with 10-30k images in them) before it finished the caching, windows would simply supply placeholder icons.
Meaning something particular about your setup is causing the issue.. making this a
bug, unrelated to classic shell, and probably to rare to warrant its future addition..
Maybe you could split your folders into smaller volumes of 10,000 or less images...
Though i don't think the sub-folder caching specifically is causing the issue,
you could try applying a custom icon to all the folders within your problem directory, and see if that helps. (not sure if there is an automated way to do this though, so you may need to google)