Oh right, shortcut for VS Code is missing, filed.
Share links are the only way settings persistence in the Playground works. But also for things such as Function Display Settings we eventually plan to support configuration through code and avoid adding too many UI settings (maybe even remove some).
Have you tried to refresh the page, or sign out and sign in again?
There’s an auth issue where it might seem like you’re signed in but really aren’t. And the auth becomes stale every 24 hours, so it happens pretty frequently.
(Fix for this is in works but might take a few more weeks to deploy)