The preview option in ArcGIS Pro's Catalog View does not work with tables. This functionality is available in ArcCatalog and is extremely useful. There are many cases where you may want to view the attribute table of a feature class, or other table (e.g. file gdb table, excel table, etc.), without having to add the feature or table to a map. Please consider adding this functionality to the Catalog View in ArcGIS Pro.