All I can think of is that you've only set the defaulthost entry in eznewsletter.ini for the siteaccess that you run the preview from and have the cron running on a different siteaccess.
Thanks for the tip, I just copied the eznewsletter.ini.append.php file from the newsletter_editor siteaccess to the one I'm using in the cronjob and now it's working fine.
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