Improve preview error handling

[MarcSkovMadsen]

This is related to #7433.

It will not fix the issue, but I believe it will handle the issue more correctly.

[codecov]

Codecov Report

Attention: Patch coverage is 0% with 2 lines in your changes missing coverage. Please review.

Project coverage is 82.08%. Comparing base (4d4cd6b) to head (bdde196).
Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
panel/io/jupyter_server_extension.py	0.00%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #7434      +/-   ##
==========================================
- Coverage   82.08%   82.08%   -0.01%     
==========================================
  Files         337      337              
  Lines       50676    50678       +2     
==========================================
  Hits        41599    41599              
- Misses       9077     9079       +2     

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