1. Each map file actually has an image file associated with it which is what's displayed in the preview. It might be possible to have a "preview" button next to the "download" button. In either case, you're going to have to download something. The point of the "preview" button with the "download" button would be to prevent your system from automatically downloading each preview every time a host is unable to make a decision... My suggestion for now is just wait until they've settled on something before you click the download button.
2. There actually is the ability to delete maps files from the Skirmish lobby. You can right-click on any maps in the list from that lobby and there is a Delete option. I'm not exactly sure why the option isn't also enabled in the Multiplayer lobby. Looking into it myself, it looks as though it was explicitly disabled. I'll try and look into it further, but for now the Skirmish lobby is your work around.