Sometimes I have question thumbnail that does not render LaTeX:
I have compared my code with other posts, I do not found differences that can explain this behavior.
What can cause LaTeX or MathJax not to render in thumbnails?
The thumbnail is generated by cropping part of your question. Since the $\rm\LaTeX$ is not fully within that cropped part, the code does not compile.
One could argue in favor of changing the code of the excerpt generator to always complete the $\rm\LaTeX$ code if the crop happens halfway through it, but this opens up a few different problems. For example people using
align environment or other multiline environment that would end up taking far more display real estate than originally intended.