I'm not sure I believe that even he taught this. Origen's writings haven't all made it down to us in Greek, and Rufinus who published a Latin translation of his commentary on Romans (these views on pre-existence are found in the commentary on Romans 9) tells us in his preface that he filled in the places that were "missing" in Origen's commentary. I take from that statement that Origen didn't comment on every chapter. It is likely the more controversial chapters (of which chapter 9 is obviously the most controversial) were left out by Origen, and that therefore the commentary on those chapters is entirely the work of Rufinus, not Origen. In which case, it becomes unclear that Origen himself believed in pre-existence; this may actually be Rufinus' position.
In fact, because Origen was a textual critic, and was well aware of divergent textual traditions of the New Testament (probably the real reason he was condemned as a heretic), like Marcion's Pauline Corpus (which had a much shorter version of Romans), it is possible that Origen followed such a textual tradition and that he didn't accept certain chapters of Romans, which would explain why he didn't comment on them, and thus why Rufinus had to deal with "missing" parts and fill them in. Rufinus not being a great theologian like Origen might easily fall into the error of interpreting the ideas about Jacob and Esau in Romans 9 as being about pre-existence.