There are many class based games in the FPS genre. With any class based game, each class and character has a very unique feel and mechanic. Each character fills a roll in the game as a whole. This makes each character have a unique play style compared to the rest of the characters. Whether your roll is a tank, dps, healer or something in between, each character is played differently.
This unique play style for each character would mean that each character would have different settings and speeds. Allowing the player to set and save individual character game settings makes it so that you can create a custom feel and pace for each character. This also allows you to jump into the action each round, ready and able to select any character without any game setting changes.
In Overwatch, the game allows each character to have custom game settings set and saved. The player can to set, sensitivity, cross hairs and many other settings for each character in the game. This allows the player to create the perfect settings to match their play style for each character.