The backup version upon restoring doesn’t restore the preview templates for the components correctly. More precisely it deletes them all. That’s really frustrating.
I am really sorry. This feature is currently not supported and the note about it was not very well written on backup page. I updated the info about it - https://www.storyblok.com/docs/backups and also created the Feature Request here for it - https://github.com/storyblok/storyblok/issues/413
I have also good news:
The preview templates will be part of the backuped data in new backups. Coming in one of the next updates. We also tried to recover old data, but it can’t be done anymore.