Isn’t pretensioning supposed to happen before operational conditions such as wind load ? The loading sequence should correspond to real life situation.
Nlgeom has to be enabled to get accurate results when there are large strains/displacements, preloads or structural instabilities (buckling). This is nicely explained here: Flow Chart: Do I need nonlinear geometry? - Enterfea and here: Geometrically nonlinear analysis - how does it work? - Enterfea
This is explained in point 2 here: Understanding multistep analyses
Keep in mind that PrePoMax and CalculiX have both shell elements and membrane elements. The latter have no bending stiffness.