Still haven’t found something that could help, but it seems that we aren’t the only ones with the same issue (just found it, testing different related key words in the forum ‘Search’ feature)…
None of the HALion VST Instruments will preview - Cubase - Steinberg Forums
Beside this, another symptom : when attempting to preview a Halion Sonic vstpreset, clicking on a key in the on-screen keyboard, the MIDI activity light in the preview section remains dead, contrarily to what’s happening with the other instruments that I have at disposal. So, it seems that the MIDI message generated by it doesn’t reach Halion Sonic, for a reason…