Hey have you been able to fix this?
I had the same issue: For me even when the preview mesh was actually set up (you can check it under “preview scene settings” if you click on the little arrow in the top left in the main Persona window) or hover over your skeleton in the content browser) but still it was not showing up when in the anim retarget window!! How I fixed is simply, clear the selection in the setup preview mesh area, select the mesh again and relaunch the project. That fixed for me (I am on ver 16.2.)