I think any speed up from spritesheeting on preview would be more than offset by the time spent building the spritesheets. Previewing is local so there is virtually zero latency and unlimited bandwidth, so I doubt there is much extra cost from having to make extra HTTP requests, plus most browsers can decode images in parallel on all CPU cores.
I'm not sure what you're seeing when you talk about slow preview: if you're seeing a progress bar in the Construct 2 editor, then it's most likely building the JSON data for the project, but if you're seeing a progress bar in the browser itself, then it's most likely downloading and decoding images (as well as sounds if you have 'preload sounds' enabled).
I find Node-webkit specifically can take a couple of seconds to start up, and you can avoid that by treating it like a browser - leave it open and press preview again in C2, and it will refresh the same instance of node-webkit rather than starting a new process.