I've had every CS Premium, and I've always checked "Always Save Preview Images with Documents", but I never see a preview image as an icon, like you do when you save a file in Acrobat or Photoshop, etc. All I see in the generic InDesign icon. What am I missing? Could Adobe add icon previews like they do with Acrobat? It would be a great help. Mac OS X 10.6.8. Thank you.
Preview images in the Finder require support that is either built-in to the Finder or supplied as a plugin.
Apple ships this support for PDF files (because they are an open standard) and for PSD files (because they are a de facto standard; enough third party image software supports reading them, even though they are the Adobe proprietary Photoshop format).
So that's why they don't appear for InDesign files.
Could support be added? Yes, but someone would have to do the work. It would be the right time to also add support for QuickLook (I think this is really the same) and Spotlight. I believe there are some third party software products that implement all of these things as well...perhaps someone could chime in with those...
It's hard to get features into InDesign...there are too many requests and not enough development resources. And this is something that is very different under Windows, so it would either be Mac-only development, or substantially more dev time to produce for both platforms.
But you can file a request at http://adobe.com/go/wish.