That’s very strange. I’ve never seen an authorization failure on a Preview before. Previews are not sensitive to user roles: if you can see the item you in the Content Explorer, you should be able to preview it.
Does this same item work for other users? If so, you need to figure out what’s different about this user.
Has your admin perhaps changed the security ACL on Workbench > XML Applications > rxs_cxSupport, denying run-time access to Default? Since the preview action menu uses a command that calls rxs_cxSupport, that might be the culprit.
We once had a similar issue after applying a patch where one of our XML applications was denying access, and we had to remove the access and add it back.