I have dozens of databases with a given prefix, and I want to take a mysqldump of all of them.

It should be as simple as something like this:
$ mysqldump -u whatever -p --databases prefix_*

but there is no support for wildcards.

The workaround is:
https://serverfault.com/questions/442889/wildcard-backup-mysql-databases

This is a very likely use case and should be implemented.