I just have to ask - why?
Once you commit by pressing OK you get your marquee. But the purpose of the selection preview is to show you precisely what will be selected, and a marquee doesn't do that. It would defeat the whole purpose of a preview. This would be easier to answer if we knew what you're trying to do.
It's just "what I'm used to" looking at - maybe I can get used to the new options, just wondered how to get the marquee only. And really, with the grayscale/matte options, it seems a bit harder to detect if I have "stray" pixels selected - the preview is so small. Am I missing something?
What you're used to is always a factor, granted. I always use Color Range as a mask, and then view the mask (alt-click) to manually clean up with brushes afterwards.
Anyway you can always use the lasso to catch stray pixels. But it's not entirely reliable, because pixels at less than 50% opacity will still go below the radar.