SUMMARY This is annoyance which is mostly noticeable when Dolphin is dimmed and running in the background. When changing active window accidentally clicking on preview will start media playing and I can only hope my volume isn't too loud. There is no available option neither in Preferences > General > Previews > Videofiles(ffmpegthumbs) > configure_icon nor in Information' panel context menu.
Making this configurable seems like over-configuration to me. The preview area is a tiny part of the window. Why not just click somewhere else? Alternatively you can turn off the preview altogether.