Many apps have this setting but some don't. When they do it is invariably buried in the most inconvenient and hard to find place, different in every app, named something non-obvious, moved every year or so when some PM decides that the settings screen needs rearranging, and it is never synced or saved so you have to set it separately on every device and again whenever you get a new device, in every app.
I wish there was an OS level setting.