Most of it's on the UI layer (builtin layer 5), and the rest are on additional custom layers (24 and 25). NGUI elements on all three layers appear in the preview window.
The preview model is on the Default layer. The issue also occurs when previewing imported FBXs which have no layer.
Changing the layer of the UI root and all children doesn't seem to fix the issue. When I create non-NGUI objects on the UI layer under my UIRoot, they don't appear in the preview window.