But that is the way it has to work. The preview file shows all of the adjustments that have been made using Lightroom. Lightroom doesn't apply changes to the original images. If there wasn't a preview than every time you load an image a new preview would have to be generated from scratch, and that would not be very practical. The preview files are much smaller, and you can choose from different preview sizes.
|Sit on rainbow by frapeace|
|Icelandic landscape by BoDrey|
from Best Landscape of the Week 1