Thank you for your replies, Otto and MarkRH ! :)
Thanks to your explanations, I saw that, Indeed, there was some sort of bug with my first installations of WP 2.7, that were performed by simply uploading the 2.7 files with overwriting rules. The "preview" link was adding lots of additional stuff in the hyperlink of the blog notes, while the "back" link always pointed to the post editing window.
Once I deleted the wp-admin and wp-includes folders, reuploading them afresh, it worked at last. Now, the "preview" link indeed points to the actual blog note, I'm reassured :)
Case resolved !
I was still a bit puzzled in the beginning, but this time it's simply a problem of user-friendlyness, I was taken unaware.
Unlike WP 2.6 that offered "View" and "Edit" links after you edited a blog note, on top of the editor page, WP 2.7 only offers a "Back" link, and that "Back" link will either point to the blog note (if you clicked an "Edit this post" link that your theme added to the blog notes when you're logged as admin) or point you to an internal wp-admin page (if you were in the wp-admin when you clicked an "Edit" link).
That is a bit confusing in the beginning, until you get the hang of it :)