Yeah I use a lot of tracking protection and a lot of assorted embedded links don't work right for me including imagur too, facebook for example just appears as a petulant complaint from facebook about not being able to track me. So that makes me smile.
I do see the preview as Isabeau posted for most links, although curiously not all bluesky links show that way, but following the link just leads to the blue butterfly on white background icon.
Sorry for the derail, I dont see much in the way of blue sky links anywhere else so I was just curious.