We have many of Marketo forms on our main domain (not on Marketo LP) and all of them are currently working with pre-fill. So, I decided to do the same when I started building the subscription center. Interestingly, the pre-fill doesn't work on this subscription page, though I copied most of the codes from the page where the pre-fill is working.
On the form, "are you a customer" checkbox on the very top and the country picklist at the bottom should be pre-filled, because these fields control visibility of some fields. And, the On/Off on each content type needs to reflect whatever the visitor has requested before (or the manual change from the backend). For Now, when I fill out any form and thus cookie myself and go to the subscription center, it shows On on all the items though even if I changed it and came back to the page.
The subscription center page is here - Email Settings
In fact, Pre-Fill never works out of the box with embedded forms, so you must be misusing the term or misinterpreting your observations.
An embedded form, even with an associated Munchkin session, will not load values from the Marketo database unless you use a technique like the one at Form Pre-Fill. External sites. No limits. You're welcome.