I have tried to use #+latex_header_extra on org 9.0.9, using an empty Emacs configuration file. The following fragment
#+LATEX_HEADER_EXTRA: \newcommand{\test}{testing}
$\test$
creates an image with the text "testing". It seems that it is using the command inside the preview; but I would expect it to give me an error (a blank image), as \test should not be defined in latex preview. I don't know if this is a bug or if I am missing something.
Expected behaviour: error on the latex preview.
Actual behaviour: the latex preview works using the command defined on the extra header, that should not be used in latex preview.
Emacs : GNU Emacs 26.0.50 (build 1, x86_64-pc-linux-gnu, GTK+ Version 3.22.12)
of 2017-04-28
Package: Org mode version 9.0.9 (9.0.9-elpaplus @ ~/.emacs.d/elpa/org-plus-contrib-20170622/)