Preston has been through and seen as well as done quite a bit in his life time. First he had been a part of the utter destruction of the most deadliest mercenary force on the planet. Next he became a part of special forces and destroyed what could have been the world's most destructive weapon.
Perhaps it was because of some of these heroic, and decidedly awesome and badass deeds that he was surprised to find himself offed, not by the Russian he had encountered during the massive, and successful invasion of Moscow which ended the war with Russia, but by a simple engine failure of the aircraft which was meant to bring him and other soldiers home safely. Well he certainly did not see it coming, but had he Preston would have thought it to be a fairly funny. He figured with as many battles and near death experiences that he would have gone down in a hail of bullets and not from an airplane falling some 30,000 feet above sea level.
He would also have a few thoughts one what the guys in his squad would have thought if, and when, they figured out how he went down. Hell they probably would have thought the same thing as well. His parents and family back state-side though probably had no idea of his heroic deeds and thus the entire joke would more-than likely be lost on them.
Regardless these were thoughts that Preston Marlowe would have to figure out for himself as he opened his eyes and found himself laying in some...place? He would have thought that the afterlife would be a bit more dramatic than this.