We've had multiple users in our Community Slack report that the Pulumi GitHub App is not updating the status/check on pull requests with the results of the pulumi preview. I've not been able to reproduce this, so opening this issue on their behalf.
For clarity:

See https://pulumi-community.slack.com/archives/C84L4E3N1/p1585163434020800 for more context.
@danfhernandez @clstokes this should now be resolved with Pulumi CLI version 2.5.0. I'll close this out if one of you could also try it out?
Works great on my end, thanks for addressing this !
Awesome! Thanks for the checking, @Incisive.
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Works great on my end, thanks for addressing this !