Why do you need to set up a wallet every time you start?
Fix it, it's uncomfortable!
Oh, I am not alone! Yep, it's very annoying...
No you are not alone, I am with you too on this

I have also noticed that the wallet anyways is very slow loadinga and being ready to be used. Looks cool, but user experience still has to be improved.
the save feature for the remote nodes will be implemented on the next release. We already have it save the blockchain location folder if you select a custom location, so it wont be that hard to duplicate this feature to the remote node location.