When opening website preview http://10.10.10.10/plesk-site-preview/example.com/10.10.10.10/ it redirects to the domain itself.
or any other rule is configured on the website which redirects to domain root directory. Also, a website may be programmed to be accessible only on special URL.
If it is required see website preview using this option, temporarily disable .htaccess file or any other redirect rules in Domains > example.com > Apache & nginx Settings
If the website contains the code that makes it available only on special URL, it may be not possible to preview such website. Add it to hosts file instead.