How do I save Screen Options

When I load WP, I get a lot of content on the dashboard as it seems that every plugin I have wants to update me on their latest news. However, when doing rapid developement tasks these really slows me down since I have to wait for all of that to load. I know I can click on “Screen Options” and uncheck the content I don’t want to see, but when I load WP again, they all come back.

This page:

https://en.support.wordpress.com/screen-options/

Says that the screen options should be saved in a cookie, but they are not. I have FF set to accept cookies and I am not running any programs that would delete my cookies. What am I doing wrong?