I downloaded the beatmap, apparently you didn't apply the BG correctly. Let me help you:
First of all, just to be sure, re-name your Background file to "BG.png"
Go to the editor, then drag the BG file from the folder to the osu! window. Don't forget to Save afterwards, do the same with all the other diffs.
To make sure that everything went well, go to your Song Folder, open any "osu" file and make sure that it looks like this. (Do the same with the other "osu" files)
Now that everything is settled, go to the editor and upload the map. (Make sure to choose FULL SUBMIT) Note: Since the thumbnail is server-side stuff, it won't update immediately. (Wait, at least, 24h)