I know this is an old post - but I also had this issue because the app creation in Splunk on-prem 9.2.1 puts the icon in the wrong place. I opened up the browser inspector, turned off the cache, and watched for the png requests. From there I saw it was trying to get appname/static/appIconAlt_2x.png. I made the png at that location and I can see the preview now. Happy Splunking!
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