(feat) Requesting Long Lived Environments and Docker support for Sagemaker Studio VSCode

### Product Version

- [ ] Amazon SageMaker Studio Classic
- [X] Amazon SageMaker Studio
- [ ] It is not related to SageMaker Studio

### Product Category

Running Instances, Other

### Description

Currently in Sagemaker Studio, the environments seem to be ephemeral. Example when tools are installed and a user space get restart (stop, start), when logging in again to the space the tools / packages are no longer available and will need to be re-installed.

Allowing docker to run within VSCode environment is essential to day to day development activities. Currently starting docker as a service doesn't seem to be allowed and errors out with the following code:
```bash
sagemaker-user@default:~$ sudo service docker start
/etc/init.d/docker: 63: ulimit: error setting limit (Operation not permitted)
```

I am using Sagemaker image version 1.9.

### Other Details

_No response_

The issue provides no repository files, tests, or implementation entry points. Start by reproducing the behavior in Amazon SageMaker Studio image 1.9, checking the reported Docker startup error and persistence after a space restart. Done means tools and packages persist across restarts and Docker support is available in the VSCode environment.

Written by the indexing model from the issue text.