This is probably a bit late but I have been having this problem too, and this is the first result that showed up when I was searching for a solution. The reason I'm posting is that I found a solution that worked for me - so hopefully it will help others too.
I finally worked out that, in my case, the problem wasn't with saving the default, it was with the Play Store resetting it! When you install an app which can become a default for something, that default has to be cleared so that the next time you perform the action you can be asked if you want the new app to perform it for you. Well, somewhere in the installation of some app the instruction to clear the defaults had got stuck in the Play Store app's cache (this probably isn't how it actually works but it gives the right flavour).
I fixed my problem by opening the Play Store app, changing a few settings and then closing the app. You can change them back again, but the saving of the new settings seems to have stopped the default apps setting from being cleared all the time. Maybe clearing the Play Store's application data will work too, but I didn't try that.
Hopefully my problem stays fixed, and this can help a few other people fix their problems.