What you call Denim firmware won't open the Lumias to anything new, or to be clear, you won't need the Denim firmware to get the WP10 preview.
Why? Because unless you have a 830/930/152, your Lumia will get a minor or very minor update to Cyan (3051.50009.14xxxxxx) and GDR1. On low ends and older Pureview devices (920/925/1020), Denim is the name of the latest GDR1 with a Cyan update.
So you don't need "Denim", understood as a new branch of firmware, to get the preview. This has been confirmed, and for the reason I've just mentionned, by @nawzil on twitter.
But it doesn't mean that we won't get a new firmware later to enable new features. If these new features are not possible on the older devices because of HW limitations, it could be a Cyan update.
You have to understand that now that Microsoft have the control of OS and FW, it's not important where the changes are, as long as you get new features.
For instance: Microsoft said that Denim (not GDR1) will bring Weather/News on Glance. Finally, we got it by other means (my 1020 running 8.1.0 and Cyan has it).
So if I may, the question to know if W10 will require a new Lumia FW is not necessarily relevant, as long as we get as many new features our devices can support
