XCursor previews have been lost on Dolphin when it was ported to QT5 because of security problems. A great way to overcome this issue is by using XCursor-Viewer made by Ivan Romanov. The app is simple and very helpful to know how Cursor Theming is organized. I think it would be great if KDE forked a version of it, either as a KCM-Module, Dolphin Plug-In, or a stand alone app. Xcursor Github: https://github.com/drizt/xcursor-viewer
KDE doesn't fork other people's software. If you want it to become a KDE app, you're welcome to propose it to the developer though.