Almost every file on my computer is a Space Bar press away from a quick glance to review it's content. Many even allow for scrolling through the pages of a pdf or presentation, but InDesign still only displays and icon. Even with "Always save Preview Images with Document" selected.
I've seen this issues being discussed back to 2007 and it still hasn't been addressed beyond "use a 3rd party"... that's a terrible answer to missing features.
This feature is available in the latest version of InDesign - InDesign 2023.
Adobe InDesign team