This is the exact same issue I had. Sky will do nothing to help. I requested a copy of my call transcript and raised a complaint with Ofcom. The only way this will be resolved is going back to BT, and hoping the preferred number is available. The complete lack of help or assistance from Sky was astounding.
You can talk to them until you are blue in the face. They even admitted it was their error and offer some discount on the package. Basically if they forgot to tick a box on the order it’s tough! Nothing they can do or are willing to do to resolve it either.
If a phone number is really important to you, its best to stay with whichever provider first issued you with that number, as you will avoid any possibility of losing the number in the future, as porting numbers can fail for a number of reasons.
Most providers these days, will offer good discounts on contract renewal, as they would rather retain customers.
BT Retail have recently been working hard to offer good value, offering free upgrades, and a considerable reduction in costs for ADSL customers.