Whilst historical visual diffs are in beta, I think having it be separate would be better. Historical visual diffs may misbehave, and if they do and someone switches back to wikitext for history then it'd be weird to do the same for them in the editor where they're much more stable.
Once historical visual diffs are out of beta, I think it'd be best for them to have the same preference.
It's worth noting that the wikitext diff will be available *instantly* on history pages as it's included in the server response for the page (unless you using RevisionSlider), so at least while in beta (and possibly after) it might also make sense *not* to remember your preference (i.e. show me the wikitext diff instantly, and I'll decide if I want to generate a visual diff after looking at that).