Cookies get sent with most requests as headers so you're unnecessarily bogging down requests with data unrelated to the session.
Of course this may require some heavy changes on the client-side code, as the client now must have the ability to apply user's customization locally, but there are benefit: After you done that, then you don't have to read user's customization data from any of your infrastructure every time user reloads your page.
I do not want to have the same experience on my work computer vs my home computer.
I do not want to have the same experience on my home computer vs my personal phone.
I do not want to have the same experience on my personal phone vs my work phone.
I do not want to have the same experience on my work phone vs my work computer.
Cookies are delivered with the request. If it has feature selections, great, no more work necessary on your part.
If the feature selection is hidden behind a user ID, then you need to look up the user ID in a database and then request the user's features.
Indeed, it seems to me that requiring a login in order to customize the viewing experience is what bogs down requests.