It's quirky, to be sure. But this works:
1. Add NZB to queue.
2. Toggle Play NZB ON.
3. Connect & start download, wait for .rar to dl, watch preview, close player.
4. Toggle Play NZB OFF.
5. The small PAR2 that will have been re-sorted lower in the queue will either start checking later or you can move it up the queue, and everything should work as normal from that point.
The problem comes if you toggle Play NZB on/off after the small PAR2 has been loaded. Checking is interrupted and doesn't resume properly (it skips RARs that it doesn't see later). However, right-click > Unrar seems to work if the file doesn't need repairing.
A solution would be for the PAR2 thread to re-check all RARs after it deletes the preview avi when Play NZB is toggled off.