I'm seeing about 3-6 images per page on searches that I'd expect to have images to show... and about 1, 2, or 3 per page on searches where I would not normally expect them (and don't show any images on google.com).
In one case I checked in the "unexpected" category, it appears Google captured a single image from a jquery sliders-gallery and reduced it to thumbnail size.
I created another CSE with a different site and every site I do a CSE for will show thumbnails next to snippets provided that the page indexed of course actually has images to pull.
I did some further research and found that these thumbnails can actually be customized in the embedded html generated by the CSE's final step.Google announced this back in 2009 already. [googlecustomsearch.blogspot.com]
The funny thing is I've been creating Custom Search Engines almost daily for the past two years and yesterday was the first time I saw thumb-nailed snippets.
So I guess I answered my own question. This is probably not a Google experiment, but in fact a CSE feature they released 2 years ago.
It would be cool to see these thumbnails next to ALL snippets in Google's main SERPS though. :)
[edited by: tedster at 5:05 am (utc) on Dec 8, 2011]