One reason other URL shrinkers don't do opt-out previewing is because it defeats the purpose of the shrinker being convinient. For instance, I use bit.ly's plugin in my Gmail inbox. In two clicks, my URL is shrunk and pasted wherever I want it. If I had an automatic preview of the page, it would take longer to load, making the shrinking process less convenient.
True, but it is entirely opt-out with a single click. So it doesn't have to be there-- but for your clickers they can decide for themselves what they prefer.