The dongle makes economic sense if there is no keyboard (and no plans to add one). One D connector and a standard backshell - not costly at all, and no internal mods (except for plugging in the new memory card).
Good test from the keyboard connector. Was that on a B100000 scope or an earlier one? Should I repeat it on mine (B063xxx; old RAM & separate ROM cards)?
Everything in the mainframe that is MPU controlled and is not a physical control position seems to be backed up in RAM. The Vertical and Horizontal mainframe modes, the CRT Display Mode (Scope / Stored or Both), the cursor on / off state, the cursor positions, and all on-screen text are retained. Even the GPIB ID button version report comes back. You saw the Self Test Completed message in memory back up power on only because you did not clear it before turning the scope off. And as you said, it only beeps after a self test.
No plug-in information is stored, but the latching pushbuttons and switch settings don't need backing up. There are a few exceptions (7D11, 7M13 come to mind). Overall, this is as close to a non-volatile scope as you are likely to see. All the more reason to upgrade the memory to internal battery back up.
I think I would prefer to just tack 3 wires onto the A32 board and put the rest on a perfboard on the back of the switch. It can be preassembled away from the scope and means less fooling around with A32.