@red750 I just tried by logging in as Corrine, a standard user, and did what I suggested, logged out, shut down browser, open site back up, logged back in as Corrine and the default was still saved as Whats New (All)...so not sure what is happening in your case...can you give me any further info?
UPDATE...I just logged in as you and the Whats New default was showing Whats New (All) so it has saved it as your default