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I have been using PHPStorm for about 3y or more (I think I got my license at the end of 2012), and to be honest I never though about syncing my setting, I try hard not to format and reinstall apps, as much as I can I try to avoid this option ..
any way on Saturday I was working on windows, and though about syncing my setting with PHPStorm on mac (and it was a bad Idea btw), but the thing is that I found out that I can easily create a git repo and just push my settings to it, and then whenever I need I can just pull it and use it.
you can read more about the plugin which come bundled with PHPStorm here.
And if you want my advice, never use the same setting on different OS's unless you are sure the settings will be the same (on Windows Docker setting is not the same as in Mac), I dont think it will also sync the themes (need to more about that), but its good to know that you can have an auto backup for your settings incase you wanted to restore it later.