Pulling out the correct note from silence...

I am unaware of any pitch preview that has volume control. I've tried a few of them used by other
thereminists. They all play full volume, without  articulation – just a continuous tone. Eventually
I purchased a pitch preview mod that had a mini jack. I plugged a pair of volume adjustable
ear buds into it and was actually able to lower the volume somewhat. However, I still found
it so distracting that I stopped using it. It's just my personal preference to do without the
pitch preview. But if someone finds it helpful, nothing at all wrong with using one.

The Etherwave plus pitch preview uses the volume control for the headphones. I don’t much like it myself but some people are able to use it obviously 

Yes, the pitch preview on the EW+ is adjustable in volume and remains on that set volume. The (optional) pitch preview on a Subscope is a litle bit more ingenious, it is adjustable so that you hear the preview while your sound is muted, and goes lower in volume or off when you bring up the playing volume. While I mostly don't use it, it is a practical thing to have at hand if have situations where you must come up at a precise pitch without 'fishing' for it at very low volume.

I think the standard advice would be to turn down the headphone volume until it is just barely perceivable, and this combined with the fact that it’s only in one ear will allow you to still play expressively at low volume. YMMV of course.

Thanks, in fact I tried that, but I found it difficult to find the right balance. To hear correctly the pitch (esp. in one ear only) I have to turn up the volume, until it interferes with my dynamics. If instead I turn down pitch preview to barely-perceptible levels, I found I can't hear it well enough for it to be useful...but this perpetual buzzing still annoys me to no end!
So I decided to just not use it and try to improve my technique instead

...but this perpetual buzzing still annoys me to no end!So I decided to just not use it and try to improve my technique instead

Fine. If you ever still want to experiment with pitch preview – you have a Plus wih volume CV out and phones out. With some money spend into specific modular synth moduls it should be possible to feed a VCA with inverted (and maybe shifted) CV.

...but this perpetual buzzing still annoys me to no end!So I decided to just not use it and try to improve my technique insteadFine. If you ever still want to experiment with pitch preview – you have a Plus wih volume CV out and phones out. With some money spend into specific modular synth moduls it should be possible to feed a VCA with inverted (and maybe shifted) CV.

Thanks Dominik, nice suggestion! I actually have a bunch of semi-modular synths so I could try out that! It seems a bit complicated for a permanent solution, but for sure I will test it at least to check how it works and how I feel about it. Thanks again!