Sorry for the confusion. There is a way to preview a different page in Theme Options. To do that, view a post or page and use the Theme Options link in the WP Admin Bar.
In Theme Options, you can also preview any page by changing the Options URL in the Address Bar.
Regretfully, the custom under-construction page is really not scrollable by design because most under-construction pages are short. This concern has been submitted as feature request though so in the future, this behavior might be changed. There is currently no workaround.
Hope that helps.