I've looked at the video, and I think that it is all working as I expect it to. Further, I do not believe that anything has changed in this area recently (or even in a long time, TBH).
First, it is good to understand how 3D sketching works. There is a "current plane" when 3D sketching is on, and a 3D-capable command is active (line and spline). If you are not snapping to a point in 3D (an existing sketch or model point), then all interaction is constrained to that plane. At several points in this video, you are viewing that "current plane" edge on. For instance, at 0:22, you currently drawing a spline, and then you click on the "right" side of the view cube:

That transitions the view to one where you are viewing edge-on to the current plane:

you can tell this because you can no longer see the sketch grid (because you are viewing it edge-on, as well). In this view orientation, unless you are over a point to snap to, you will not see the preview, because it is also constrained to the plane that you are viewing edge on.
Then, at 0:24, you move the cursor near another sketch point, which takes the focus from the current plane to that snap point, and you see a preview:

Then, at 0:26, you click on one of the planes:

after that, you have changed the "current plane", and can then see the preview, which you can see at 0:27:

All of this is exactly as expected. Is there something I am missing here?
Jeff Strater
Engineering Director