Welcome to the forum!
I'm not set up to handle EPS files, so I can't offer to examine the file. But here are the instructions for getting GS set up properly. You could double-check that everything is correct. Even a space in the wrong place could cause a problem.
https://inkscape.org/en/learn/faq/#how-open-eps-files-windowsIf you don't want to subscribe to the mailing list, you could try the development IRC: irc://irc.freenode.org/#inkscape-devel Although that can be hit and miss, depending who happens to be logged on at the moment when you post.
Or else I'd be willing to post to the mailing list for you, and you can read the response in the archives
http://sourceforge.net/mailarchive/forum.php?forum_name=inkscape-devel They would certainly want a test EPS file which shows the problem....
Actually....I'm not sure what you mean about opening the preview image. Do you mean the preview in Windows Explorer? Or the preview in Inkscape's Open dialog? Maybe a test file isn't possible in this case?
As far as I understand, EPS files can contain both vector and raster contents. Is it possible you just haven't found the vector contents? I don't mean to sound condescending. But we do encounter cases where users overlook simple things. And especially when it's a problem I've never heard before, I want to rule out all those things, before escalating the issue to developers.
I found a couple of bugs which might be relevant:
https://bugs.launchpad.net/inkscape/+bug/1456183 (just follow the EPS portion of this report)
https://bugs.launchpad.net/inkscape/+bug/1728637 (This about the image being in a directory with non ascii characters.)
If you can't get any clues from there, let me know if I can post to the mailing list for you, or whatever you decide to do