A couple possible solutions which I haven't fully thought-out:
- Attach a false-returning click event handler to '.preview :link',
with some sort of "this is a preview" notification to explain why
clicking is doing nothing.

I actually wrote something like that on fastcompany.com at the client's request, adding a title attribute to these links with the text "Links are disabled during preview.", and since then we haven't had any complaints of lost content.