According to the following, the way to enable persistence is either to:

• create a partition with label casper-rw and formatted with an ext2 file system (or later)
• create an image, at the root level of the device, called /casper-rw and formatted with an ext2 file system (or later)

As there exist ext2 formatting tools for Windows (mke2fs, genext2fs...), it looks like what would be required to add persistence in Rufus, is add the ability to format either an image or a partition to ext2. This may however require more effort than it looks, as if we want to reuse any code, it needs to be GPLv3 compatible, which genext2fs isn't for instance. So we may have to write our own ext2 formatting code from scratch... 😢