Hi Alex,
Captivate pre-loader functionality is supported ONLY with SWF published output. It should work well with Captivate7. May I know which LMS you are using? and if possible can you send one of the same projects where preloader functionality doesn't work? You can upload CPTX to workspaces.acrobat.com and send me shared link at sankaram at adobe dot com.
Thanks,
Sankaram.