In the most common case we expect a PDS to provide a login system so a user's preferences can follow them across computers. However, there is nothing preventing a PDS server that stores all of a user's preferences in a cookie in their browser which does not follow them across computers. For example, a privacy organization might operate such a PDS that is optimized solely for the purpose of setting a user's privacy preferences. If a user visits a website that cannot meet those preferences and redirects the user back to this PDS to request an exception, then this PDS might suggest alternative websites to that one which it feels are more privacy sensitive.
However, if the PDS does not have a login system, then if the user goes to a different computer, then they will have to manually set those preferences again.