When a live preview is being executed the stylesheets are added on the server, but because only the rendered index is being outputted the stylesheets are never transferred to the client.
The problem can be and has been fixed for display modes from Index itself by adding the stylesheet when the index add form is being displayed. This isn't possible for modules that hook into Index and for that a solution is needed.
Comments
Comment #1
xanoWe have the same problem with JS files.
Comment #2
xano