Why color in illustrator is different in coor preview box and object on artboard?

Your Color Management is off, probably set to Emulate Illustrator 6

This is what you get.

Select one of the default settings for your region to turn it on.

I never seen that difference.

This is how that should look.

Can you show your Edit > Color Settings?

 Please don't compare that. The GUI elements are probably not color managed.