I know this is an old post, I just wanted to write down my answers to the "morality as preference" questions.

Why do people seem to mean different things by "I want the pie" and "It is right that I should get the pie"? Why are the two propositions argued in different ways?

Do the statements, "I liked that movie" and "That movie was good" sound different? The latter is phrased as a statement of fact, while the former is obviously a statement of preference. Unless the latter is said by a movie critic or film professor, no one thinks it's a real statement of fact. It's just a quirk of the English language that we don't always indicate why we believe the words we say. In English, it's always optional to state whether it's a self-evident fact, the words of a trusted expert or merely a statement of opinion.

When and why do people change their terminal values? Do the concepts of "moral error" and "moral progress" have referents? Why would anyone want to change what they want?

"Moral progress" doesn't really refer to individuals. The entities we refer to making "moral progress" tend to be community level, like societies, so I don't really get the first and last questions. As for the concept of moral progress, it refers to the amount of people who have their moral preferences met. The reason democracy is a "more ethical" society than totalitarianism is because more people have a chance to express their preferences and have them met. If I think a particular war is immoral, I can vote for the candidate or law that will end that war. If I think a law is immoral I can vote to change it. I think this theory lines up pretty well with the concept of moral progress.

Why and how does anyone ever "do something they know they shouldn't", or "want something they know is wrong"? Does the notion of morality-as-preference really add up to moral normality?

Usually people who do something they "know is wrong" are just doing something that most other people don't like. The only reason it feels like it's wrong to steal is because society has developed, culturally and evolutionary, in such a way that most people think stealing is wrong. That's really all it is. There's nothing in physics that encodes what belongs to who. Most people just want stuff to belong to them because of various psychological factors.