Ae does not have font face previews like so many other things it doesn't have...
If something isn't in AE that you would like to see, file a feature request.
The AE development team is small and each feature/bug is prioritized. The number of requests, the usefulness of the feature, and the difficulty of its implementation are all factors. You can control one of those factors!
Feature request form here: https://www.adobe.com/cfusion/mmform/index.cfm?name=wishform