Fixed in the next release. XenForo 2.2's preview runs XF.activate on the preview HTML before that HTML is actually inserted to the document. Because of this, most information needed for initialization of lazy images was not available during XF.activate. We have applied a workaround (polling every 200ms to see if the element has joined the DOM if it has not already upon activation).
Additionally fixed a bug where certain images may not load if you jump to later images without loading prior images, then scroll back. This was most noticeable with lazy images added via AJAX if you were scrolled too far or some images disappeared from the DOM (such as the preview content). An optimization that assumed all images were present in the DOM at the same time had to be removed.