That's an interesting point I hadn't thought of before. If someone says "I want < 1% chance of an attack" then 128 bits of collision resistance will be stronger than 128 bits of preimage resistance.
On the other hand if someone says "I want < 99% chance of an attack" then 128 bits of preimage resistance will be more secure. But people probably don't have this goal, so 128 bits of collision resistance is better overall.
But another aspect is once you start finding collisions, you're likely to find more faster (whereas with preimages they keep coming linearly). This would actually be a worse point for collision resistance.
> (finding 1 key among N is N times easier than finding any specific key)
Yes, but only up to a point. You have to compare the cost of computing a hash vs comparing the hash. If the time to hash is 10000x the time to compare, then no matter how large N is, you'll never get faster than a 10000x speedup. This is essentially Amdahl's law. But this speedup is still quite significant.