As I am new to the hifi hobby, reading various product reviews and noting the details of the test environment have made me very confused. I understand Stereophile is the hifi bible.
Well, not to me but I rely on their measurements. I take only my own advice when it comes to sound quality.
In the publication’s DAC published tests the reviewers almost always tested the DAC connected directly to the amplifier. I think I understand why—nothing in the chain influencing the DAC sound. Is that the correct assumption?
Yes, fewer variables involved. You already have the issues of the reviewer's speakers and room (not to mention advertiser dollar) influencing the experience. A preamp is yet another major variable the reader has to interpolate from.
If that’s the case why incorporate a preamp if the DAC has a preamp section that is a common feature even on high end DACs?
The role of a preamp has changed a lot, making it almost a vestigial component. Besides switching sources, preamps also provided equalization (i.e. treble, bass, phono) , gain and impedance matching between a variety of sources and amplifiers.
If your needs are simple, with modern solid state amps and no vinyl playback, there's no electronic NEED for a preamp. The reason you might incorporate a preamp is for the appeal of the sound quality of the preamp. Nothing wrong with using a juicy and overly sweet preamp if you like the sound quality.
My one time experience with using a DAC as a preamp was that I didn't like the sound quality that much and if statically shocked during winter months the volume would jump to 100%, causing an alarmingly loud output. Instead I've settled on an integrated amplifier, and an outboard DAC.