This is not done by default as it is said to incur a performance hit,
paired with local storage not always being used by the site being
tested.
(https://github.com/teamcapybara/capybara/issues/1702#issuecomment-219483444)

GitLab uses localStorage, for things like remembering which tab you used
last (on the login page for example, between sign-in, ldap, and register)

Fixes: https://gitlab.com/gitlab-org/gitlab-qa/issues/303