Hi,
I also can remember moments in which a sat in front of a bunch of cpr’s that felt like 1000s craving for a project preview feature. 
Making a preview mp3 before closing a project is an organizational working step we should get used to. These are 5 minutes we should take. Do I always do it? No, I whish I would. 
Anyways a good habit would be to do the following before closing a project:
In the project press “Control+A” to select all, press “P” to set the locators around everything that is selected.
Files-> Audiomixdown and then you can set
Name-> Set Project Name
Path-> Use Project Audio Folder
Behind the name write something like “preview” (You do this for all project previews, always write preview behind the name.)
Now when you find a project in the MediaBay you can right click and select “Show in Explorer”.
Once the explorer is open hit “Control+F” and search for “preview”. The preview of the project will appear if it doesent you know that you didn’t make one.
If we adapt and make this organizational working step a routine we eliminate the problem of not knowing what a certain cpr contains. Also in a later production we can listen back to previous versions of the cpr to check if we made any bad decisions that where contra productive to the original idea.
Still I must agree it would be realy nice if we could automatically save er checkbox a “Control+A–> P” preview in conjunction with our cpr’s but only because I have not made the above planed organizational working steps a routine for me yet.
Cubase Rulez!!! 
Gr,
JHP