Nope, I don't preheat my stone(s) ever. I use mine for pizza, cookies, rolls.....I just put the dough right on the cold stone that was on top of the stove while the oven was preheating. I've never had an issue. I have a glass top stove, when I pull the stone out it goes on top of the stove, just like any other "normal" cookie sheet or cake or cupcake pan. I even have a small pan with a lip around it that I use for brownies, yup, brownies in a baking stone, works great, never preheat the stone, just pour the batter in and bake. Perfect little brownies every time. Heck, PC even sold me a little metal spatula that they suggested I use for removing the brownies from that very pan. I've even put it on my granite counter tops when baking lots of cookies, if I don't have enough room on the stove top they go on hot pads on the stove top, never had a problem.
Even after the house fire the stoneware was in perfect condition, I couldn't actually use it because the smoke had permeated and it would have transferred that smell/taste into our food but otherwise they were in great condition.
I... but it's heavier and denser than a cookie sheet, thus takes much longer to heat, thus it would make baking ... very odd indeed. I also still don't understand the point of using the stone if it's not being preheated - or how one couldn't get dough on it. You just... toss cornmeal and place the dough on. If it's hot enough, nothing will stick.