I don't have CC or the latest win10 installed so my advice is limited.
If the preview closes right away or not at all it may be a bug or perhaps the antivirus/win10 blocking exes from running from that location.
You could run the exe through a debugger or running it from the command line to see if any error messages come up. Since the exported game works fine, i'd say this isn't the issue though.
If it's something that's blocking the exe from running you could look in the antivirus or windows defender to see if there is a log of blocked exe files, and if that's the case you can see if you can add an exception for that folder/file. I don't know if there is anything else in windows that would block it but googe may help there. Anyways hope some of that is helpful
I looked again at windows defender and you can see a list of quarantined items and there is a way to make exceptions. My guess is an update made the preview file look shady and automatically blocked it. Overzealous false positive i'd say