I was just talking about reasons I personally can't run a full node.
And you still don't get to dictate what kind of nodes other people run. If you can't be bothered to run a full node for yourself, no one else is under any onus to run a full node for you. Luckily there are plenty of people who do, and also run blockchain explorers, or Electrum servers, or all the other infrastructure you take for granted. But if some of those people want to run a pruned node for their own use only, there is absolutely no onus on them to run a full node for your benefit. And since you are never going to connect to someone else's pruned node, then you don't care if they store the details of your transactions or not. Which leads us back to burner addresses. Every server or blockchain explorer you connect to will be running a full node, which will have all the details of your transaction, whether or not you have sent coins to a burner address or an OP_RETURN output. So there is absolutely no need to bloat the UTXO set when you can use OP_RETURN outputs instead.
How do you "set up your wallet in advance" with all the bitcoin addresses you control?
I'm not so sure about that. It has no way of knowing what addresses are relevant to me so how would it know what transactions I am interested in?
It's really very simple. Download Bitcoin Core, create a new wallet, and either generate new addresses, import private keys or addresses which contain your coins, or both. Then start syncing the blockchain with pruning enabled. Whenever it finds a transaction related to one of your addresses, it will store that transaction even after it prunes the result of the block that transaction was included in. The end result will be a synced node with the last x GB of blocks stored (x being whatever you set it to), but with every transaction related to one of your addresses also stored. You can't look up other people's transactions, but you can look up all the ones related to your addresses.