Messages are end-to-end encrypted in iMessage, meaning Apple cannot read the message contents. This solution would require Apple to bypass that encryption for URLs (which are often privacy-sensitive).

A good approach would be for the sender to fetch the URL and embed the preview as metadata along with the message. The only downside is that the sender could spoof the preview, but I think that's an acceptable trade-off here (not much of a phishing vector when you end up loading the original site once you open the link anyway).