Using query_vars filter

I am trying to link out from the WP admin to view posts in a specific way.
The url structure for this is example.com/post123/?my-preview=456

/post123/ is the regular permalink for a post. The ?my-preview=456 allows a section of that post to retrieve information based off of the my-preview value.

I understand that WP strips $_GET parameters from the url, so I tried using add_filter('query_vars','my_query_vars'); and

function my_query_vars($query_vars){
    $query_vars[] = 'my-preview';
    return $query_vars;
}

On the actual section where I need to get that value, I tried using:

global $wp_query;
var_dump($wp_query->query_vars);

Even with a url like the example above, the ‘my-preview’ pair is nowhere to be found in the $wp_query->query_vars array.

Am I not doing the correct steps to register an additional query_var for use later on? If I am, why does it not stick around?

EDIT:
I have also tried:
add_action('init', 'add_query_vars');

with

function add_query_vars() {
    global $wp;
    $wp->add_query_var('my-preview');
}

and wp_die(var_dump(get_query_var('my-preview'))); gives string(0) ""