Oooh, good question!
I suspect- this is just a theory- that there's a low capacitance high voltage cap being fed from the main high voltage cap through a resistor, and the main cap is isolated from the tube by an SCR or the like which isn't turned on while the tube is triggered for the preflashes.
So the preflash only runs on the smaller cap. The resistor is sizes to be a large enough value to assure the flash quenches without draining the main cap, but small enough that the preflash cap will recharge off the main cap to fire a second time before the main flash.