There are two options to refresh the previews in Power Query – Refresh Preview and Refresh All.

Refresh Preview updates the sample data for current query/table whereas Refresh All updates preview for all the queries in Power BI desktop file. By default, when Power Query imports data, upto 1000 rows are cached for all your queries to present you a quick preview of the source data. And this cache is not part of your Power BI Desktop file, instead, this is stored on your disk. So, if there are many queries in your report, it may take quite a time to get all the queries refreshed.
You can feel an optimal behavior by enabling the refresh in background feature under the options of current file’s data load settings as shown below –

However, this comes with a caveat that your data may become outdated if it’s not updated timely though there is no need to worry much about this because Power BI notifies you to refresh the data if it find such a situation.

So, by setting this option, you may refresh the previews faster in the background as compared to refreshing it in the focus mode. A small thing but sometimes helps you to get rid of the irritation that you may feel while working with big reports having too many queries in the file.