Javascript admitted newbie and hacker here, so I suspect this question is very ignorant and a learning experience.
I'm essentially converting an old Apex/Visualforce page to LWC. The Apex code employs Database.setSavepoint() and Database.rollback() and I have no idea how something similar would be accomplished in LWC, or even if it needs to be.
Google provides nothing, and I know it's not done through @wire and @AuraEnabled.
The main pain point of migrating VF apex controllers ("regular ones", oldschool, which were working with massive hidden html field for "viewstate" and weren't using @remoteaction to be a bit more mobile-friendly) to Aura/LWC server-side controllers is the static keyword next to the method definition. You don't have "viewstate" of whole controller passed to the method magically, you need to explicitly pass the params the method needs. From LWC/Aura or (re)query them. It's bit like everything was marked transient if you know what this keyword does.
savepoint and rollback have to happen in one transaction anyway (1 interation, 1 button click). User triggered something and it either succeeds or fails. You can't save the game ;) and 3 interactions later go "gotcha, rollback". The state was written to database, the ship has sailed. And savepoints can't be serialised (you can't grab the variable, pass it to VF/Aura/LWC client-side and later back to the server). If you're passing something back - it means the transaction is almost over and they wouldn't be needed anyway.
So there are no technical problems with it. The question is what is your business logic doing with the rollbacks. Is it some funky "validate before save"? Some way to try firing all validation rules, triggers etc and see what explodes"?
LWC shouldn't care and you should be able to pass the result of this operation back nicely. It's a good question whether you still need this functionality but it's biz question, not technical.