JPG picture preview is in color, but all image viewers and editors open the full picture in black and while

I encountered a really bizarre phenomenon today on my Windows 10. I found and saved a black and white picture on DeviantArt, but when I look at the folder containing that picture along with the other pictures, its small preview appears to be in color. Opening it in Windows Photos, in IrfanView, in Paint, or even in Photoshop results in the full picture being black and while. But where does the color on the preview come from then?

Google search seems to indicate that this might have something to do with "embedded color profile", whatever that is. Is there any way to get more info on that picture's metadata to see where the color comes from? Is there any way to open a full picture in color too?

EDIT: even more bizarrely, the color from the preview fails to appear when the picture is saved, cut or copied into some existing folder with non-picture files. The preview has color only if it is saved in the existing folder with other pictures, in the empty folder where pictures used to be, or in the new empty folder. I suspect it has something to do with the folder type.

The picture in question is below, but fair warning that it has a slightly erotic nature (no explicit nudity though): https://www.deviantart.com/robert-james/art/090411-D04-060a-BW-120499557

Many picture formats have an embedded 'thumbnail', which has been created by the writing program. It could be that your file has a colored thumbnail, but a b/w full picture - whichever tool was used to create it seem to support this behavior.
If this is the case, there is nothing you can do, except go back to the source for the full color picture - it simply is not inside your file. Only that small preview thumbnail will be available in color.

Without seeing and analyzing your file, that's my best guess, and it could be wrong of course...