It seems like you're asking a couple questions at once. The issue of why a preamp is important is a pretty broad question, and the answer is dependent on very many variables.
The more tactical question of how do you go from your Pioneer HT receiver to the "next level" and spend your dollars most wisely also depends on a few variables, but is easier to answer. IMO, no question, buying a good amp and using the pre-outs on your Pioneer will be a substantial upgrade. You don't give a budget, either immediate or longer term, but there are any number of two-channel amps that are very affordable used, that would be a substantial upgrade, and if you can spend more, the benefit would just increase. Then, at a later date, buying a higher-end pre/pro to replace the pre/pro functions of the Pioneer would again be a substantial improvement.
Charting the path, especially in a dual-use system, requires really understanding your parameters and your priorities, but, in general, replacing the functions of a HT receiver with dedicated, higher-end separates is going to be a substantial upgrade.
The more tactical question of how do you go from your Pioneer HT receiver to the "next level" and spend your dollars most wisely also depends on a few variables, but is easier to answer. IMO, no question, buying a good amp and using the pre-outs on your Pioneer will be a substantial upgrade. You don't give a budget, either immediate or longer term, but there are any number of two-channel amps that are very affordable used, that would be a substantial upgrade, and if you can spend more, the benefit would just increase. Then, at a later date, buying a higher-end pre/pro to replace the pre/pro functions of the Pioneer would again be a substantial improvement.
Charting the path, especially in a dual-use system, requires really understanding your parameters and your priorities, but, in general, replacing the functions of a HT receiver with dedicated, higher-end separates is going to be a substantial upgrade.