When the user clicks on the coordinates link, it gets him to https://tools.wmflabs.org/geohack/geohack.php which asks to choose the mapping service. This page should have the checkbox to make the choice permanent for convenience. This should be changeable in Preferences.
Please provide steps to reproduce where to "click on the coordinate".
You're requesting some Wikipedia (or such?) site to provide Preferences for stuff on a separate domain (wmflabs.org)?
For example, the link is in the top right corner of https://en.wikipedia.org/wiki/San_Francisco_Bay
The fact that this is a separate domain (wmflabs.org) is a technical detail from the user's perspective. WikiMedia made it this way. Wikipedia visitor's user experience should be integral, not fractured by the domain choices.