Photoshop has nothing to do with the OS previews in the Finder or the OS open/save dialogs. Those are provided by the OS. But MacOS does have some longstanding bugs that prevent it from creating/showing thumbnails for files in some odd situations.
Just love this answer, sounds like Adobe is trying to distant temselves from a MAC issue. Maybe Adobe and MAC could get together to resolve this issue. After all, most people who use Adope products use them on a Mac.
What is the file format of the files your trying to preview? PSB thumbnails aren't supported by OS X. If PSD, are you saving with Maximum Compatibility? Max compatibility is required for compatibility with the Finder.