El Capitan, expand desktop thumbnails by default in Mission Control
Edit 1/30/16:
After using a few different options in my daily workflow over the past few months, I've settled on almost exactly the solution proposed by @Arctus. Despite requiring a 3rd-party program, BetterTouchTool (BTT), I believe it to be the best current option. 

See @Arctus's answer for the general method and a helpful screenshot. Here are the specifics that were missing from that post:


You want to make sure that you have the mission control gesture turned on in your system preferences and set to either a 3- or 4-finger swipe up (the only options). (I tried adding a step to my BTT macro to open mission control, but I abandoned that because you lose the ability to use the inverse gesture, a 3- or 4-finger swipe down, to close Mission Control.)
For the "Delay Next Action" step, you'll most likely need to set it to at least 0.06 seconds. I settled on 0.08 seconds. (I tried shorter durations like 0.02 and 0.03 seconds, but they didn't work consistently. It seems that sometimes that was too fast so it didn't trigger the expansion. YRMV on this, so if it's not working for you, or if it only works sometimes, try increasing this a bit.)
For the "Move Mouse To" step, I found best results using the exact top-middle of my screen. (ex: My screen width is 1280 pixels, so I used x=640, y=0.)


You'll probably notice that BTT actually has a predefined action called "Mission Control &amp; Immediately Show Desktop Previews". Unfortunately, it has an annoyingly long delay between opening mission control and expanding the desktop previews that made it unusable for me. This custom solution is very smooth, very consistent, and doesn't seem to cause any undesired behavior. 

The other main variation of the BetterTouchTool method is to use either the top-left or top-right hot-corners to open mission control and then to use BTT to move your mouse to the corner and back upon your chosen gesture. This allows other gestures besides 3- or 4-finger swipe up, but it introduces a hot corner that you may not want. I found that I was triggering the hot corner accidentally far too often for this to be a viable option for me. Again, YRMV. 

I'm not an expert at BTT by any means, but if anyone has any questions, I'm happy to try to help. Good luck! 

/edit



Original Post:

El Capitan Mission Control Mechanics

As Fletcher91 mentioned, thumbnails are collapsed by default if you launch Mission Control from a "Desktop Space" (a Space with a name like "Desktop 1", "Desktop 4", etc.) whereas the thumbnails are expanded by default if you launch Mission Control from a "Fullscreen App Space" (a Space that was generated by fullscreen-ing a window and that is named for that app window, like "Notes" or the title of a webpage if it's a browser window). 

The reason for this is that Mission Control serves two functions:


Display all open windows in your current Desktop Space to enable easy switching between them (the "all-open-windows" view).
Display the list of all Spaces to enable easy switching between them. 


An Apple rep I spoke to told me that that the motivation behind collapsing the thumbnails when opening Mission Control from a Desktop Space was to provide more screen real-estate to the all-open-windows view and to reduce clutter. When opening Mission Control from a Fullscreen App Space, the focus changes to the all-open-windows view for the most recently viewed Desktop Space and the thumbnails are expanded (unfounded speculation: presumably this is because for Fullscreen App Spaces, there are no other windows in the same Space, so the only reason to open Mission Control would be to switch Spaces). 



Any way to always show thumbnails by default?

The Apple rep also confirmed that there is currently no way to enable thumbnail expansion by default. 

However, I did some research and tested out a few other answers and I've been able to confirmed some special cases that may be useful: 


If you use "Hot Corners" System Preferences &gt;&gt; Mission Control and set either the top-left or top-right corners to open Mission Control, it simulates the old behavior, but only because in triggering the Hot Corner callback, you've placed your mouse within the area that triggers the thumbnail expansion anyway). Unfortunately, this is probably the best option at this point, even though it involves changing a habit which isn't always easy. If you go with this approach, I recommend disabling the trackpad gesture so that this is the only way you can do it—at least until the habit sinks in. 
As akaRem mentioned, if you open enough Spaces, Mission Control thumbnails will be expanded by default! I tested this on my 13" 2013 MBP Retina using all fullscreen Chrome Spaces, all desktop Spaces, and various combinations of the two along with some other random Spaces (including the Dashboard Space both on and off) and it always took exactly 13 spaces to make it so that the thumbnails were expanded by default when opening Mission Control from a Desktop Space, which is a different number from akaRem. I don't know if it varies with hardware or what, but it's interesting. (If anyone else tests this, let me know your results). Ultimately though, this is not a practical solution. 
The closest thing to a usable workaround that we have at this point (if you want to open Mission Control with gestures or hotkeys) is to use third-party software like BetterTouchTool to create a macro that executes on your chosen gesture like Arctus's did. 


Like others here, I have submitted feedback to Apple for this issue. Here's the link if you want to do the same.