And thanks (in random order) to Ruslan Kabalin, Helen Foster and Mary Cooch for their help, feedbacks, code, opinions, and time spent on these issues as well!
I am not a big fan of remembering which sections were collapsed or expanded. First of all, that means we need to save the status of each form you're visiting. This could either be done in the database, or in a cookie, but one way or the other it's a lot of statuses to save. Also, this could ruin the goal we're trying to achieve...
Assuming I am new to Moodle, and I add a new Lesson. I will eventually expand all the sections because I'm curious... next time I will open the form, all the sections would be expanded and I'll be lost. Also, assuming that I have different lessons, each will have different sections expanded and collapsed, which will confuse me as well.
I think it's safer not to remember the statuses during navigation. Though, please note that if the form does not get validated, the sections will get the same statuses as before you submitted the form. With the exceptions of sections with advanced/errors which will be expanded by default.