views preview is different from actual view
This happens because Views UI is a part of administrative interface and uses the admin theme to render previews.

If you would use the same theme for admin and front end - you'd see the same style for your View. Although, you should be aware that not all front-end themes render administrative interface good enough - that is why there is an option to use separate themes for admin and end user interface.

To sum it up - there is nothing wrong with how your View's preview is rendered, because preview and the end result are using different themes.