WhatsApp actually recognize this link as a youtube link and gets the preview image of the video from youtube. WhatsApp and youtube probably made an arrangement between them, when WhatsApp recognize a youtube link it request the image from youtube servers and gets it. You can see that if you take only the link and send it, the image will be added by WhatsApp. unfortunately there is no way (that i know off) to share both an image and a text in WhatsApp.
Regards, Gili