Let's take "Xiaomi Redmi Router AX6000 (OpenWrt U-Boot layout)" as an example, it not only provides the sysupgrade and recovery image, it also has preloader and uboot image.
What is the preloader image for?
Will the sysupgrade update the uboot and preloader image when a new version of openwrt is released?
If not, can I update them manually and how?
they're required for the ubootmod, the preloader is probably replaced, so you can update u-boot.
and no, you usually don't update uboot and preloader when you update openwrt.