The "X-Purpose: preview" header is definitely a Safari 4 top sites thing. The Top Sites page tries to show a live-ish thumbnail of the favourite pages. If favourite page is open in a tab, it grabs a thumbnail from the current version of the page. If a page is not available in an open tab, and the thumbnail is sufficiently out of date*, it makes a background request to get the current version of the page.
The X-Purpose: preview header is only attached to the HTTP request for the base URL. It is not attached to the resources (JS/CSS/images/flash) referenced on the page.
I've just written a blog entry on this over here: http://www.sunpig.com/martin/archives/2010/01/08/how-to-detect-a-page-request-from-safari-4s-top-sites-feature.html
(* I haven't explored its criteria for "sufficiently out of date" yet.)