These can be previewed in tpl_preview__block_main_gallery_embed. The marker appears when overlaying a media item. The form appears when ticking one.

Yes, usually the templates behind mass_select_delete_form/mass_select_marker aren't visible. This is by design (literally, design) to keep them low-key. But other designs may do differently so they do need to be previewable.

That said, viewing these screen previews out of context is pointless. The correct thing is to formally define them as previewed under tpl_preview__block_main_gallery_embed, and then adjusting the _template_previews test to not demand the template actually be used in the preview it says it is used in.

I've done a big reworking and tidy up of how/what we are defining as ones that don't need explicit previews, what is shown as full screen, what is shown as code, etc.