I have to add my voice to the chorus of people who find the implementation of "page previews" too intrusive to accept. If I were cynical, I would say it was designed to force people to give up their privacy by beating them with page previews unless they log in. Part of the problem is the bad design of the pop-up itself. Instead of having a single click on the "gear" turn off the previews, it merely takes you to another popup, where you have to both click "disable" and click "save", then another pop-up to click "done" - 4 points and clicks in all. Even then, the attempt to turn off the harassing previews may not last through a "back" click, and is lost across private-viewing browsers or across restarts of the browsers, all of which I use quite frequently in the interests of avoiding "tracking" by various commercial websites that might share the browser with a use of Wikipedia.
In short, while I am quite sure there are some users who like the feature, and many who neither like or dislike the feature, there are some, including myself, who find it so offensive and so intrusive that it s worth while to log in to record my objections here. It seems that quietly cursing about how intrusive and offensive this "feature" is to some does not have any actual effect. I can, however, offer at least the suggestion above and another suggestion, below as an attempt to ameliorate the problem of the two opposed user communities,
The only way I can see out of the dilemma of faced by the developers of how to advertise a feature with such diverse reception to non-logged-in users, might be for wikipedia to implement an alternate url, or append start-up information in its url, so that the initial setting for such a feature can be embedded in the bookmark that accesses wikipedia initially and for the selected value to be propagated across clicks on links even when clicked as a new browser..