Yeah I know, but otherwise you have to open a separate window and/or check one by one as nobody remembers how these fonts look unless he’s a pro designer. If you open a new window it defies the purpose of usability. I hope that there is a way for them to load only when the menu is opened.
Currently Font Previews are a huge performance drain and is more detrimental to UX then switching browser tabs. I am sure if we could get over this issue then we would implement previews.
Personally i create a style sheet page that has all my main text elements, and i then customize from there. So i get a realtime preview of all elements at once.
I also suggest font selection and general design layouts should be done before getting into WP – it saves a lot of time. For font selection there are several good tools available such as this: