Why do preamplifiers have so many capacitors?

Really depends a lot on the type of preamp.  Caps do all sorts of important duties.  From converting AC to DC, stabilizing voltages,  blocking DC in the signal path, limiting the preamp bandwidth, setting the time constants for muting circuits...

I suggest the best way to learn more is to maybe build a kit. :)

What preamp are you referring to specifically. 

If the pre has a phono preamp section, caps are needed for the RIAA equalization which has a 40 dB bass to treble swing in its curve in order to get the signal back to a flat response.  Tone control circuits also need caps.

Which preamps have the best use of capacitors and tubes? Since that seems to be really important for preamp.

am told Teflon capacitors are really good and use of foil, whatever that means

Jumia,

You are looking at this the wrong way. You are trying to evaluate the ride of a car based on the color of the brakes.

While it’s good to understand the composition of your purchase as one way to evaluate the financial outlay at the end of the day the only thing that matters is performance. To reuse the car metaphor, do you like the ride or not?

Only after you have spent time figuring out what kind of ride you like, then you start looking for patterns.  "Oh, I really like the sound of x tubes or wax/paper capacitors..."

If you try to look at parts first you'll never figure out what kind of listening makes you happy.

Best,

Erik