Ok, I got the "#+BEGIN_LATEX latex" idea from reddit, but exploring the source code I realized that the right thing to do here is to "#+BEGIN_EXPORT latex" which makes more sense and is less redundant.
Now the problem still exists that "#+BEGIN_EXPORT latex" won't do inline preview. So, to sum up: 1. #+BEGIN_LATEX could be changed to honor current fontification setting 2. #+BEGIN_EXPORT latex should be changed to allow inline preview I would say 2 is a bug.