The preview of pdf's and other file types depends solely on the preview handler installed for them on your system.
Giving some details on the installed pdf software might result in helpful responses.
Ralph
(OS: W11 24H2 Home x64 - XY: Current beta - Office 2024 32-bit - Display: 1920x1080 @ 125%)
PDF X-Change Editor didn't play nicely on my system either for preview, in my case the problem was with hovering the file icon to get a quick preview, which always resulted in just a small & useless thumbnail view.
My solution to the problem:
Whenever I update PDF X-Change Editor, I then install the "PDF_XChange_Viewer_v2.5.322.10.exe" right after to deal with the previews, w/o making it the default app for pdf's.
This replaces the preview handler but on dbl-click I still get the Editor loaded.
There would probably be an easier way by just setting the preview handler accordingly in XY but this has worked for me so far.
Ralph
(OS: W11 24H2 Home x64 - XY: Current beta - Office 2024 32-bit - Display: 1920x1080 @ 125%)