Be careful what you wish for! I'm not sure I want the layer order to be changed each and every time I sort the layers -- because I can always sort them each time I use the LM, if I want to. The only time it "defaults" to saving the new order, is when you add layers and/or change their order by dragging, etc., and this is when I would want the order change to be saved.
If you sort the layers, and you do want the new order saved, you can just check that box, right? Would you want to have to uncheck it if you didn't want the order change saved?