Working as intended.
Sometimes one needs to change the sort order to find a particular message -- would be annoying if the order was "sticky".
Now, if you'd like to save your preferred sort order -- Menu -> Sort -> Save as default. This works on a per-folder basis.
And if you disable app settings -> message list -> load more messages (automatically), then Aqua will even scroll the message list to the end, to the newest messages, when you open a folder using "date/time, reversed".