Why capture to preview size?
We capture stills based on preview window size so that you
CAN capture to something other than full frame size.
Otherwise, it means dumping these back to an image editor,
which we were trying to avoid.

Auto-detect pixel aspect from stills?
We default to a 1.0 pixel aspect for stills. However,
stills grabbed from video have an entirely different pixel
aspect and this varies widely depending on the format(most
video uses non-square pixels).

Fine, but how can I avoid having to manually reset aspect
for every captured still?
Once you have imported one of these captured stills into
Vegas, right click on the event, set the the pixel aspect
to that of the source media (if NTSC DV: .9091) and save
that info with the save button next to stream attributes.
From then on, every still you bring in that is the same
size/type will be recognized as having that pixel aspect.