I also wouldn't pull him out. My kids were in at that age and I also own a preschool (my kids were 4 and 6 at the time)and it is hard for kids to adjust. We always tell parents to try and hang on until about 6-8 weeks in. The ones who do are usually settled and done with any sort of crying at that point.
That said, I have 19 month olds who come in happy, transition with no problems and go home happy. I also have a 4 yr old who still cries several times a day. Personality does play an important role.
I tell all my parents that no amount of tuition in the world is worth making their child miserable and if it is a situation that I don't think will change I will let them know and have them restart later.
I just had an instance in my 2 yr old class where I begged one mom to hang in there because I knew it was just separation anxiety and the other where after a couple of weeks I told them it was time to take her out. She just wasn't settling and cried (sometimes hysterically) the whole time she was there.
The girl who stayed has tantrums and a really difficult time with transition. Since we have an open concept school we eased her into activities and didn't push when it wasn't important. After a few weeks of this she is transitioning wonderfully and I was as proud of her as her mom was the first day she did a full day with no crying and transitioned to each activity easily.
We have a transition period every 1/2 hr for this age. Plenty of time to settle in and have fun and then we spend about 5 mins transitioning...pushing in chairs, lining up etc.
Good luck with it. Don't feel it is a negative feedback. You need to be aware if he is having difficulty transitioning or adjusting or having a tantrum. I'd be more worried if he was and no one was telling you!