Looks like the ability to hide the Message Pane, select a message in the Thread Pane and select Print from anywhere has been changed in Daily 95.0a1. All 'Print` commands are now disabled, context menu, Menu bar File > Print and App menu > Print. So now preview will appear at all without the Message Pane enabled.
Bug 1735043 Comment 17 Edit History
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Looks like the ability to hide the Message Pane, select a message in the Thread Pane and select Print from anywhere has been changed in Daily 95.0a1 on Fedora Linux. All 'Print` commands are now disabled, context menu, Menu bar File > Print and App menu > Print. So no preview will appear at all without the Message Pane enabled on Linux. Not sure that I had unread messages selected there. Just tested on Windows 10 with the Message Pane hidden, selected a message and tried all Print commands including Ctrl+P with Unread messages. There I was able to get one preview with the "Welcome to Thunderbird" page, and the others were blank except for header and footer information. I think this is a bug.