What is meant by a preemptive algorithm? The definition on Google says 'serving or intended to pre-empt or forestall something, especially to prevent attack by disabling the enemy.'
So, how does this relate to an algorithm, especially the Nearest Neighbour Algorithm?
An arbitrary algorithm can't be preemptive or non-preemptive. Preemption is a mode of multitasking, used by an operating system to control user processes. From the Preemption Wiki page:


  In computing, preemption is the act of temporarily interrupting a task being carried out by a computer system, without requiring its cooperation, and with the intention of resuming the task at a later time.


The opposite of Preemption is Cooperative Multitasking.