I don’t know if this is still an issue for you, but I found a workaround, I came from Vegas, too.
So what I did, was that I changed the Preroll to 0 seconds, and the Postroll to 60 seconds (that’s the max value) in edit -> preferences -> playback.
Then i changed the play around shortcut to spacebar, replacing the start/stop.
This should do what you want it to, with the only downside being that you cannot play a clip longer than 60 seconds. But you can always press the button in the preview window.