Those previews are generated by an addon that is installed when Sketchup is installed. Since Sketchup is still only a 32 bit program they only install the 32 bit version of preview handler addon. This means when using a 64-bit program you do not see the full preview. If you were to install the 32 bit version of HD Pro 2015 you would see the preview.
This will not change until Sketchup updates to 64 bit.