I don’t think there its anything built in, but it is relatively straight forward to add an automation to do it. Just a line of AppleScript seems to do the trick in my testing.
tell application "Preview" to do shell script "open '" & path of front document & "'"
I wouldn’t say that there should be a (built-in) way. A preview is a step, but not necessarily an intermediate step. It could just as easily be considered an end point on a branching process - preview OR export for example. As it is, Preview is simply the name of the app because that’s how it started out - just previewing files. It actually does a whole lot more than it originally did these days. So much so, that there’s even a whole book about it!
You could create a service in Automator with an AppleScript step (which you could assign a keyboard shortcut to), an AppleScript in the Preview AppleScript folder, a Shortcuts shortcut with a keyboard shortcut, etc.
However, since you note you are already using Keyboard Maestro to get files into Preview, perhaps Keyboard Maestro would make most sense for getting files reopened outside of Preview? A macro with the AppleScript above in it can be created, put in an ‘enabled in Preview only’ macro group if necessary (not essential), assigned a trigger, etc.