Every time I upload an image Co-Authors Plus is generating a useless Thumbnails!

You can limit that behavior with this filter:

add_filter( 'coauthors_guest_author_avatar_sizes', 'capx_avatar_sizes' );
function capx_avatar_sizes() {
    return array();
}

It wasn’t the best decision on my part to register image sizes for guest authors. I’ll try to have a better fix in the next release.