Robustify preview module

[OriolAbril]

Description

Improve behaviour of arviz.preview module

Checklist

• Follows official PR format
• Includes a sample plot to visually illustrate the changes (only for plot-related functions)
• New features are properly documented (with an example if appropriate)?
• Includes new or updated tests to cover the new feature
• Code style correct (follows pylint and black guidelines)
• Changes are listed in changelog

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📚 Documentation preview 📚: https://arviz--2398.org.readthedocs.build/en/2398/

[codecov]

Codecov Report

Attention: Patch coverage is 46.42857% with 15 lines in your changes missing coverage. Please review.

Project coverage is 86.72%. Comparing base (529d795) to head (d4b25a0).
Report is 2 commits behind head on main.

Files with missing lines	Patch %	Lines
arviz/preview.py	46.42%	15 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2398      +/-   ##
==========================================
- Coverage   86.81%   86.72%   -0.10%     
==========================================
  Files         124      124              
  Lines       12883    12907      +24     
==========================================
+ Hits        11184    11193       +9     
- Misses       1699     1714      +15     

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