A couple of thoughts. The preview within Speedgrader only works for specific file types, such as Word, Excel, Powerpoint, PDF and certain images. What types of files can be previewed in Canvas? If the student uploaded another type of file you will need to download it to view. You do have an option to restrict uploads on Assignments to specific file types if you wish in the Assignment Settings How do I create an online assignment?
Another possibly is that the student didn't actually submit the Assignment but instead used the Comment feature. I see this happen often with late assignments because even after the available window set up for an Assignment passes, students can still comment on Assignments and there is an option to attach files to comments (displays in lower right corner of SpeedGrader. But, these files will not load in the Doc Viewer within Speedgrader and must be downloaded to view. Most instructors I know will not accept assignment submissions done this way.
Hope that helps,