They don't make it easy to switch to the preview. None of my Safari settings seem to have been imported, all my bookmarks are gone and the 'import bookmarks from Firefox' doesn't work either :(
I found a way of importing bookmarks: Run 'normal' Safari and preview Safari at the same time, 'view bookmarks' in both, and then dragging the favorites top level across from old to new app worked!
I have that turned on and I still didn't get my bookmarks. Hopefully my empty bookmarks folder in Safari Preview didn't get synced across all my devices before I fixed it...
I suspect that the basic problem is related to how the tech previews interact with things like security updates -- essentially STP ships without a full release process, and isn't updated in line with major security fixes -- which together probably warrants an STP not having the required rights to pull in access to safari preferences, and just from a reliability PoV restrict their desire to pull in other browser preferences.