I don’t think this would work. The only way for Dorico to “preview” would be to “render” which is what you’d get by hitting apply. If every little button click would cause the score to re-render, it would be very processor intensive.
If all the dialogues are equalized to allow you to apply without closing the dialogue window it will essentially be the same effect, just a slightly different way of interacting with the dialogue.
The other thing worth noting is that most of Dorico’s adjustable settings apply all over the score. A small preview box wouldn’t be well-suited to such settings as they might affect one little corner of the score one way and somewhere else totally differently (think, changing a spacing setting that has its “ideal” value that you’ve just set that then gets stretched elsewhere in the score due to the way the layout trickles down and you end up with a certain number of measures on one line and a different number elsewhere.)