Mission Control Application Windows Not Updating
Through experimentation, I have learned this:

If you clear the recent items menu on an applications "File" menu these preview thumbnails remain along with recent items when you right-click on the applications icon in the Dock.

However, if you then "killall Dock" from the terminal both the preview thumbnails and the right-click menu in the Dock get cleared. I believe if you were to log out and back in or restart they would also be cleared.

I am speculating here, but it is possible if you clear the recent menu and wait a day there may be a cleanup script that runs and resets the preview thumbnails and the right-click icon menu.

Hopefully, this is helpful to someone else that finds this behavior irritating.