Being a beta endpoint, it can be tricky but based on what I'm seeing in Graph Explorer (see here), the previewImageUrl is a call into the SharePoint REST API.
The prototype for these URLs looks like https://{tenant}.sharepoint.com/_api/v2.0/drives/{drive-id}/items/{item-id}/thumbnails/0/small/thumbnailContent. In other words, this URL represents a call into the SharePoint API rather than a URL to the image itself.
As best I can tell, there is no way to get at this through Graph at the moment. You should however be able to make a second REST call to the previewImageUrl to grab the object. Keep in mind this will require that you request additional scopes during authorization to cover the SharePoint API as well.