Yes, it's quite common for users to want this. I think a lot of people don't realize functionality like "remember I want dark mode every time I visit" or "keep me logged in when I reopen my browser tomorrow" constitutes first-party tracking and requires consent under EU law.
Sorry, but no. Those functionalities fall under "functional cookies" and as such do not require consent. Also, there is no tracking needed for the dark mode at all. And "logging in" does not mean "tracking"
Strictly necessary cookies, session tokens and such, are exempted. But there’s no general exemption for cookies that provide functionality a user might like. If your site will function without remembering who I am when I come back tomorrow, you have to disclose that you’re going to try to remember me and give me a chance to say I don’t want you to. Doesn’t matter how benign your plans for that information are - the whole point is that the user is in control and they get to make that decision.