Hey Lisa,
Yep, we do see your feature request but we decided not to pursuit this because by adding more images into the core package, it would rake up the size of the installer. If each image is 100kb, we are looking at an additional 1.x mb depending on the number of themes available.
If you need to preview a theme, may I suggest that you try it out from
http://easyblog.stackideas.com as we have a theme switcher that allows you to switch themes and have a preview of how it looks like