I have been using my MX Keys for a long time now, but I have one major gripe:
Needing to switch on backlight every time after the keyboard, or PC, has awakened from sleep mode.

I have 2 suggestions to solve this:

-Option to save backlight state (on/off and brightness level) that gets loaded when the PC or keys wake up.

Or, since most of us only need backlight at night:

-Option to set a time period during which backlight will be active.
For example; from 22:00 until 3:00 backlight will turn on at a selected brightness level when the keyboard senses hands nearby.