When I*m using the Link or URL Button to set an link into an comment, i did'nt get any preview image as long as I am not logged in as superuser. To try this as guest or any other account except superuser wont work. Sadly I did'nt figure out where to adjust that every link or image created by any user, guest or admin, could show a preview image.
Guess it is only a simple thing to do so - but sadly id did not find it, also in the whole documentation.