I would like to have a little song preview in the corner of the multiplayer listing like a square which shows the beatmap also if can show a little preview of the song . EDIT MY BAD DID NOT K NOW
Even if you don't have osu direct, you can still preview the song at the beatmap listing. The fact that people can preview the song at osu direct is already a bonus for supporters after all.
Are you talking about having a preview in a room, or at the lobby level?
If it's for the room, there's already preview in beatmap listing and osu!direct.
As for the lobby level, I'm not so sure if it's a good idea. The turn over may happen too quickly for this function to shine, plus it may result in more room hopping.