Yep! I've seen presets made in SAI a few times. Remember though, you must save it as the right file format for it to work.
Unlike presets, you cannot make maps in SAI because it lacks a greyscale feature, unlike Gimp.
Of course, I've made quite a few presets in SAI. Though I do believe doing transparency on presets is harder than it is on GIMP as I can speak from experience. Other than that, it works perfectly fine. :3