Kijanki, you are correct about the distortion product. However the less distortion is made the better. If you do the design right, the primary harmonic to show up will be the 3rd. If you don't, you'll have a mess on your hands :)
I don't find in practice that cost is much of an issue. If you are to build a world-class preamp, it will have to have good power supplies whether it is balanced or single-ended. All the things you have to do to make a single-ended preamp really work right cost about the same.
In practice I've not found your comment about gains being perfectly matched to be correct. I've seen minor differences that show up if you have unmatched tubes and the like, yet the CMRR is still quite good (there is a lot to be said for a good CCS design!). If the preamp were balanced but not differential then you might have a point.