An application can apply bookmarks upon loading the report through the Power BI Embedded Bookmarks API. This feature opens applications to more capabilities that can be added for end users.
For example, when an end user captures a report state, the application can allow the user to set it as a "default state" for that report. Each time the user opens the report, the bookmark will be applied, and the user will immediately see the report in the desired state for data exploration, rather than doing all the filtering from scratch repeatedly.