I think that sort options should be automatically saved when the user changes any of them (Show all/new, Sort, Ascending/Descending). Especially that compared to this the state of the timeline slider seems to be saved. (I mean the slider which is visible above the sort options.) I don’t really see a reason why one should be saved while the others not.
I tend to leave all my photos on my SD card until it is full as an extra level of backup, so I always see the same oldest photos from the card, unless I remember to change the sort settings every once in a while I start the program.