And as far as I can see there is no mechanism installed to load other objects than the model file inside the Preprocess class, right?

Well actually this is possible, let's assume you have another Model that is part of the preprocessing, then you could have:
something like that should work

def preprocess(...)
    if not getattr(self, "_preprocess_model):
        self._preprocess_model = joblib.load(Model(model_id).get_weights())