I was surprised by that as well, but I took that from an article by Jules Lobel, Professor of Law, University of Pittsburgh Law School based on a book he wrote:
Influential intellectuals such as Bertrand Russell and the famous physicist Leo Szilard supported preventive war arguments, as did noted mathematicians such as John Williams, a leading figure at the RAND Corporation, and John von Neumann, the founder of gametheory.129 Von Neumann was a particularly strong advocate, remarking in 1950 that “[i]f you say why not bomb them tomorrow, I say why not today?If you say today at 5 o’clock, I say why not one o’clock?”130
For that claim he in turn cites Marc Trachtenberg’s History and Strategy, which I do not have access to.
You can read that page of Trachtenberg’s book in Google Books, as I just have, by googling Marc Trachtenberg Szilard. Trachtenberg misunderstood what Szilard wrote in the references he cited. I just reviewed those also.
Leo Szilard has been my research focus for decades.
It does seem that the Trachtenberg reference basically relies upon individual recollections (which I don’t trust), and the following extract from a 1944 letter by Szilard to Vannevar Bush (my bold):
Making some allowances for the further development of the atomic bomb in the next few years which we may take for granted will be made, this weapon will be so powerful that there can be no peace if it is simultaneously in the possession of any two powers unless these two powers are bound by an indissoluble political union. It would therefore be imperative rigidly to control all deposits, if necessary by force, and it will hardly be possible to get political action along that line unless high efficiency atomic bombs have actually been used in this war and the fact of their destructive power has deeply penetrated the mind of the public.
While one could make the argument there that he is arguing for a pre-emptive strike, it is sufficiently ambiguous (controlling by force could also mean conventional forces, and “used” could imply a demonstration rather then a deployment on a city) that I would prefer to delete the reference to Szilard in this article. Also because I’ve seen many more instances where this view was attributed to Russell and von Neumann, but this is the only case where it has been attributed to Szilard.