Stack exchange doesn't have many preferences, but there are a few. And those few tend to be stuff that people have strong opinions about, like whether the top bar should be sticky or the left sidebar shown. Those settings are network-wide now, they weren't originally. As far as I remember both of these were initially per-site until SE submit to the complaints about this.
Today we have a new preference, whether to show the site with the April Fool's theme or not. This is not a network-wide preference, but cookies set for each individual SE site. This means you have to set this preference for each site individually, and on each device you use to access SE sites.
Every single time SE has introduced settings that are per-site only we have complained. There's a ton of sites, and if you are a user that visits more than a few of them, it's incredibly annoying to have to set the same preference over and over again.
This specific case is even worse as it's per device as well. This setting might as well not exist at all if you're using multiple devices and SE sites. SE doesn't add many unnecessary preferences, they all exist because they're about divisive features that people tend to feel very strongly about. There's no reason at all those should ever force users to set the same preference over and over again. They should always be network-wide settings (unless they're something that is inherently device-specific).
While this particular April Fools joke is the trigger for this request, it's really about any kind of preference or opt-out SE implements in the future.