About half of my Graffle files have previews (quicklook) in Finder and the App Switcher minimized windows list, see screen below, the other half does not. If I use the Terminal file command, they are all Zip files, so seem “the same”.
There was a problem with QuickLook previews in Sequoia, for which we recently released a fix, in version 7.24.1. (You might need to adjust something in your document and save it again? I’m not sure; I’m not familiar with the details.)
If you’re not on Sequoia, or if the 7.24.1 release of OmniGraffle doesn’t fix the issue for you, please email support describing the problem so that it will get tracked and seen by the people who need to see it.
(Ideally use the Contact Omni item in the Help menu — it just opens an email but it includes some info in the subject line which is helpful to us. But otherwise just send email to omnigraffle@omnigroup.com.)