Hi Elizabeth,
In climate simulations, the main difference between pre-industrial and present-day simulations is the prescribed pCO2, which is 280 ppmv for pre-industrial, and 350-400 for present-day. Although this can lead to changes in temperature/precipitation patterns around the globe, my feeling as a (paleo)climate modeller is that it is OK to consider it as small when compared to differences between pre-industrial and paleoclimate states, such as the LGM, Holocene, or older climate.
As you might have seen on the worldclim website, the paleo climate data comes from two GCMs, namely MIROC & CCSM, that were run within the PMIP2 framework. I guess these output come from equilibrated simulations, so the GCMs must have been run around 1,000 years, to get an equilibrated ocean, and then a climatology (i.e. an "averaged" year with 12 timesteps) must have been computed, typically over the last 50 years of simulations.
One could be concerned with two other aspects of the "anomaly" method:
1/ Such a method hypotheses that the model bias is constant through time... which is not obvious at all. Fully-coupled GCMs have so much components and related interactions that it is unclear if the bias observed for present-day is valid for climate state in which you have totally different planetary albedo, huge icesheets, etc.
2/ The downscaling approach. I might have misread, but it seems to me that the Worldclim method for paleoclimate applies an interpolation to obtain values at a 1km resolution. But the PMIP2 GCMs are run at a ~200km resolution. To me, such a downscaling is really... brutal. I don't have problems to downscale from 2° to 1° with a basic bilinear interpolation, but to 1km... that's another story. To me, there's a lot to do here to obtain downscaled paleoclimate layers that actually make sense, physically.
One way to do that might be to use statistical downscaling (From the worldclim website, I could not figure out if it was used or not for the paleo, but it seems not). There are promising work coming out now for Quaternary paleoclimates (for example see
this).