They will still make you come inside anyway at any station on your first Preferred rental, and based on my experience, also perhaps your first Preferred rental after you change your linked credit card.

Preferred is go-straight-to-your-car only starting with your second rental.

There are some small Preferred stations where there is no board and the car keys are not in the car, and you have to go to a special Preferred counter where they have the car keys behind the counter. But that is a separate issue. In that case, you still don't need to fill out paperwork the same way you do when you first rent (or when, apparently, you've changed linked credit cards).

(I've always has the "same" card linked for my rentals, but once or twice the card number has changed due to fraud detection and the bank issuing me a replacement card with a new number. I don't remember previous cases, but certainly after the last time I did this, I had to go to the Preferred counter and sign some quick stuff at a location where I otherwise bypass all counters completely.)