I'm experiencing the same thing with my installation of Lion. And I hate to say it, but we're just goig to have to wait for 10.7.1
Actually... I seem to remember the exact same thing happening when Snow Leopard came out! I shoot with SONY cameras too, and I was able to see preview images of all my ".ARW" raw images in the Finder in Leopard. Then, along came Snow Leopard, and I wasn't able to see preview images anymore. Apple eventually released 10.6.1 and SONY raw image support was once again supported in the Finder. But to think that this is happening again with the release of Lion! It's kind of infuriating actually.
If, however, 10.7.1 doesn't give us SONY photographers raw image previews, I'll be sure to help you raise a stink! Not that we'd get anywhere... SONY shooters are certainly not Apple's priority. Hopefully we won't be left behind. Makes me recall that old "Bush-ism" Fool me once, shame on... shame on you. Fool me, you can't get fooled again!
Ben.