it's saving withthe same options you selected the first time you saved...

Do a "save as" next time.. make sure "options" is on.. it'll pop up a window and one of the options is the preview... 

 

also if you have have "save internally" anything you import like .obj files and such will be save along inside the file instead of just a link back to the orginal file.. makes for a loooong save and a big file size.

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Hexagon, Carrara, Sculptris, and recently Sketchup.