I don't know a thing about MP, I don't ever use it. But in the editor you can't watch/play both at the same time. The 'preview' button is strictly for testing so that you can tweak the mission/intro/outro around and make 'em right individually.
I also noticed that after a couple trials, previewing (the main mission) seems to just give up on showing waypoints and sounding the *ding* for objectives and hints, among other small things.
They (missions and intros) only flow together after exporting the mission.
Like I said, I don't know what MP is like, but I'm going to assume it should do the same thing as SP when you export. If I'm wrong, I'm sure you'll see additional posts in no time.
- Throw me a treat and I'll roll over -
Dog