Add option to save the previously selected widget for next launch

[ClementTsang]

Checklist

• I've looked through the documentation and existing open issues for similar feature requests.

Describe the feature request

Idea from #1341, from @ShalokShalom:

Ideally, it would also save the position past closing the app, while I guess thats a separate issue.

Additionally, make this an option so users can select whether they want to turn this on or not.

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This should be fairly easy to do in terms of actual technical implementation. I guess one question though is where to store the state - next to the config? Or $XDG_STATE_HOME for Linux and it's equivalents for macOS and Windows, maybe with a fallback to beside the config?