I'm a classical utilitarian, so I don't have this problem.
If I were to accept preference utilitarianism, I'd say that fulfilled preferences are worth utility, and by bringing them into being I'd allow them to have fulfilled preferences.
Of course, I'd also say that you should lock people in small, brightly lit spaces to make them prefer big, empty, dark spaces, like most of the universe. Then they'd have really fulfilled preferences. Perhaps I just don't understand preference utilitarianism.
In general, I think that most desires aren't fulfilled on a viscerally emotional level by the mere existence of something so much as actually receiving it. I'm not nearly as fulfilled by ice-cream's existence as I am fulfilled when I'm eating it.
I don't think those people would prefer having their preferences changed in that way.
Some people see never-existed people as moral agents, and claim that we can talk about their preferences. Generally this means their personal preference in existing versus non-existing. Formulations such "it is better for someone to have existed than not" reflect this way of thinking.
But if the preferences of never-existed are relevant, then their non-personal perferences are also relevant. Do they perfer a blue world or a pink one? Would they want us to change our political systems? Would they want us to not bring into existence some never-existent people they don't like?
It seems that those who are advocating bringing never-existent people into being in order to satisfy those people's preferences should be focusing their attention on their non-personal preferences instead. After all, we can only bring into being so many trillions of trillions of trillions; but there is no theoretical limit to the number of never-existent people whose non-personal preferences we can satisfy. Just get some reasonable measure across the preferences of never-existent people, and see if there's anything that sticks out from the mass.