Léonie, I have done the same thing as you — open one image in preview, the other in Photos. I've used other word arounds, too. I've exported the two photos to my desktop and opened 'em BOTH in Preview. Or I've opened 'em in ON1 Photo Raw 2018 which does have a side-by-side compare mode.
The reason I tend to use the method I described (select two images in Photos, hit spacebar to view one, then arrow keys to toggle between the two) is that the workarounds are a pain in the neck. If I'm trying to evaluate twenty different shots that are very similar, opening one after another in another app is too much trouble even without the additional step of exporting that I do sometimes. It's not quite as good as side-by-side, but you can toggle back and forth very quickly, so your memory doesn't have to be THAT good.
(What I really miss here is the ability to rate the images (1, 2, 3 etc). A rating feature would make it easier for me to evaluate a bunch of images.)
Anyway, we agree that a side-by-side compare feature should be there, absolutely. Without it, Photos continues to be just a consumer photo management app. I made the mistake of thinking that Photos 3 really was the promised replacement for Aperture, that is, an app for serious photographers. I fear I was wrong.
Will