That’s normal. All other modes are using dithering techniques so will only show black lines. Continue to zoom in to see the individual lines that represent the laser path.
If you are processing your image in an outside source like Image-R, you should enable Pass-through in LightBurn so that it’s not double processing the image.
When you set Pass-Through, it turns any imaging processing off. The dither setting just defaults back to that, but it’s not doing any processing in LightBurn. As for the preview, the preview for images is not intended to be a photo realistic preview. It simply shows the dots that will be engraved. What really matters in the end is what it looks like when you run the job on your laser.