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I don't believe anything is wrong with the software. When you drill-down or the reverse, you are removing a field or adding a new field. When you drill-down, then go back, it's not an "undo" so it wouldn't remember a view-specific configuration.
Here's what I suggest:
1) Create a custom date based on your date field.
Choose Detail level Year and type of Date Part.
2) For your new field, change the Default Properties -> Sort to your desired settings.
3) Repeat 1-2 for each date level you want as a part of the drill-down / rollup.
4) Create a hierarchy for the drill-down and use these fields in your view.
Now, the default sorting properties will work as you desire.
Ok, that's clear now, thank You for help! Anyway I'm a bit confused, because for me it's rather meta-data so I wasn't expecting that Tableau is dropping objects physically. Ugly QlikView stores this type of information all the time
Disappointed to see new fields must be created to accomplish this! Did not see this one coming.