What is a pitch-preview?

couldnt you just hook the theremin up to an electronic tuner and check it before you raise the volume?

Pitch preview is an earphone that is connected to the Theremin before the volume control circuit, so it produces a continuous tone. The point of this is that you can hear what the tone is going to be before you raise the volume so anyone else can hear it. This allows you to play with greater precision on jumps of more than two or three notes.

Using an electronic tuner instead to read what the note will be instead of hearing it is ineffective because tuners are relatively slow, plus you have to take the time to read it. This means you wouldn't be able to play at a good speed. It may be good for practicing playing on key (and I bought a tuner for that purpose) but not for use while really playing.