How to point the netlify cms preview link to deployed branch

When I make changes to a page in the cms and save the changes. It deploys a preview branch via netlify with (Deploy Previews | Netlify Docs).

However when I click on the netlify preview button (in the cms), it just links to a default url like: . And not to the preview branch like:

How do I get the preview button to link to my deploy preview url?

Thanks in advance!