A normal video thumbnail is a complete image, often with its background flattened into the file. Downloading it does not separate the person, object, or text into independent transparent layers.
Inspect the actual file
A white or black background visible in the image may be part of the artwork rather than transparency. Renaming a JPEG to PNG does not remove that background or create a transparent channel.
Choose an appropriate source
If you own the design, retrieve the layered project or original cutout. Those sources can preserve edges and details that are difficult to recover from a compressed published image.
Treat removal as a new edit
Background removal creates a derivative and may require manual correction around hair, glass, or fine objects. Keep the downloaded original separately and review the cutout against both light and dark backgrounds. Confirm that your intended use of the source is appropriate before incorporating the edited subject into a new thumbnail.