This behaviour that related image is not visible when previewing an item that is not published is a bug logged in our Feedback
portal, where you can subscribe to receive notifications on status change.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items