Well, you could do a DOS dir on your .bgl folder to a .txt file, that'd give you a list of all .bgls that need thumbs. Then maybe your macro could open the text file, cut the first line out of it (the filename of the first .bgl in the list), save and close. Then it could start MCX, click "Import" and paste the filename to open it. Then... Hell, with the filename still on the clipboard you could maybe even use it to make a new folder in "Airport Design Editor 9x\FS9\Thumbs" and copy the processed images there before stopping the macro? Then you could just use your keyboard shortcut for each .bgl, or, if it's like Textpad you could choose "repeat to end of file" and it'd keep going until the last filename had been cut from the text file.
To do the "dir", just open a command window in your .bgl folder (Shift+ right click > "Open command window here" on Win7) and paste something like this:
dir /b *.bgl > bgl_list.txt
and press enter. Look for "bgl_list.txt" in the folder when it finishes.
Here's one I just did on mine in like .03 seconds:
Potential problem already though, ExtraObjects_demo.bgl, ExtraObjects_demo_A16N.bgl, and ExtraObjects_demo_FS9.BGL aren't library .bgls so MCX would probably choke on them. Hmmm...
Chopper trailers 2.BGL
Ford Transit Collection.bgl