Images for the carousel have a standard class wp-image-id, so WordPress adds responsive images to them. But thumbnails do not have this class, so large images are always loaded.

To reproduce:
Create a carousel, and inspect the thumbnails. The tags do not have the wp-image-id class.

Screenshots:
https://prnt.sc/Mjln7qfLm_t1

Original report: https://wordpress.org/support/topic/carousel-thumbnails-are-not-responsive/