The AAD Connect preview has a bug and cannot be entierely removed from your computer:

Follow the instructions here (FR) – I experienced today this problem and I confirm the procedure below works well:

http://www.maximerastello.com/desinstaller-correctement-azure-ad-connect-preview

http://www.maximerastello.com/unable-to-install-synchronization-service-desinstaller-manuellement-azure-active-directory-sync