It needs to make sure that by clicking on the expand button in hover preview → callout expands, but not the preview window does close.
In general, I want an option to exit the preview only with the leaving of mouse or the pressing of esc key and/or by the cross at the top right of the window.
It is useful to click links, save/delete information from the window in preview
The Hover Editor community plugin might do what you want. (I’m not totally sure because I don’t use page previews myself.)