Regression from 6d10655dc3, which added
UpdatePrefs but didn't write it out to disk.
I'd planned on adding tests to state_test.go which is why I'd earlier
added 46896a9311 to prepare for making
such persistence tests easier to write, but turns out state_test.go
didn't even test UpdatePrefs, so I'm staying out of there.
Instead, this is tested using integration tests.
Fixes#2321
Signed-off-by: Brad Fitzpatrick <bradfitz@tailscale.com>