My son was born at 33 weeks. We were warned against putting him in daycare before he was a year old because of RSV specifically, so we managed to keep him home until then. Still when he entered daycare he got sick often throughout the winter, had several ear infections and bronchial troubles.
After the first year though, he caught the average number of colds like the other kids and as preschooler and elementary school aged kiddo he is rarely sick.
I always families that if they are putting their child in group care for the first time, their child will get sick. It's normal and good for them because it does build their immune system. It will happen if they go to daycare, if not daycare, preschool, if not preschool, kindergarten. It's much better for a child to miss care before kindergarten.
Having said that though, I am very aware of cleanliness in my daycare. There's a difference between a group environment where normal viruses go around and a dirty environment where kids are not practicing good handwashing and things are not cleaned properly. And I'm not a clean freak. I think germs are good up to a point. But there can be environments where kids get sick way more often than they should.
Keep him in preschool if you're happy with it, and just know that now that he's 3, he handles illness better and will be fine. And he'll be sick less often when he starts school... a big plus.
And if it helps at all... my little guy spent time in the NICU and his lungs were not ready to be out on their own. He had to learn to eat and all that good stuff that goes along with preemies. We got early intervention for some mild delays and he aged out of that at 3. Now at 7 (and before) he is a strong, healthy, brilliant boy. He's smart and does well in school and is one of the best on his baseball team. It's worrisome when they have such a rocky start, but in our case, you'd never know he was a preemie now.
Best of luck~