But they DO remember their last state so long as you don’t kill their power. I supposed it would be nice if there was some flash in there to remember across power cycles, but not a big issue for me as I don’t have there load switched.
But this does bring up a minor con. After a power failure, when power is restored, all of your Hues will come on full brightness and stay on. I use a modified version of the power failure app to turn them off after power is restored. Of course you need a device that has both powered and battery states to do this (like the discontinued Smartsense motion). Possibly the Aeon Multi can do this too as it has external power input (but have not tested it).