Ok, I figured out the bug. I'll provide more details in a comment below, but here are the basic repro steps:
* Open up Editor
* Make sure there is only one Inspector tab open (close other Inspector tabs and then restart if necessary)
* Create second Inspector tab
* Edit -> Project Settings -> Player
* This should set both Inspector tabs to the PlayerSettings view.
* Navigate back to 'first' Inspector tab
* Lock this 'first' Inspector tab (not the second one, make sure)
* Click the Camera
* Observe the missing preview window (err...observe the missing preview window)

The bug doesn't repro if you lock the 'second' Inspector tab, and once you unlock the 'first' Inspector tab.

** Original Bug Notes**
If I click around the Editor, I can make the Camera Preview not re-appear after clicking back on the camera in the Scene window.

Usually, I can get it disappear by opening up the Player Settings, and then immediately selecting the camera either in the Scene window, or the Hierarchy.