No preview available for Visio 2013 vsdx, is there away to enable this, tried a couple of options for older versions of Alfresco but non worked for Alfresco 5.2 CE. older versions of Visio preview, but not VSDX
vsdx is not listed here: File types that support preview and thumbnail generation | Alfresco Documentation
so you are out of luck unfortunately. there are some tutorials on writing your own transformer, but I can't recall seeing anything especially for newer visio file types.
Taking your suggestion I started down trying to add support in, as "open in Microsoft Office" doesn't work either and found there is a default mimetype declared for .vsdx.
and after digging through the logs i found this error
Caused by: org.alfresco.repo.content.transform.UnsupportedTransformationException: 05130110 Transformation of (NEW SBC.vsdx) has not taken place because the declared mimetype (application/vnd.visio2013) does not match the detected mimetype (application/x-tika-ooxml),
it occurs if someone clicks "open in Microsoft Office" link for a vsdx
Retrieving data ...