Seems to me that there’s nothing wrong, actually. The point of root motion is to take the Root’s motion out of the animation and instead apply it to the character’s movement component. So, naturally, you wouldn’t see it in the animation preview anymore. If you want to test if root motion actually works, start your game, type “show collision” into the console and watch if the character’s capsule moves according to the kind of motion you expected. I am actually a bit worried that your character moves up at all in that screenshot you have there, but then again, I haven’t seen the full animation so I’m not one to judge.
Keep in mind though, that root motion along the Z-axis usually has no effect because the character’s movement mode is set to “walk” by default and ignores any movement that does not take place on the XY plane.