You can, in your profile settings. I also have default sort set to new but it doesn't seem these settings are working rn in jerboa. When I open lemmy in a browser though the settings are applied correctly.
My experience matches forkball's fwiw. If it works, it doesn't work reliably for all Jerboa users.
One thing that tricked me into thinking it worked better than it does for a while is that Android apps kind of sort of stay running in the background when you close them... or they at least retain their in-memory state. So if you set it manually in the top-bar, that can last a long time. As an experiment, Try force-killing Jerboa and see if it comes back with the default sorting of local/active or your chosen settings. For me, this experiment is what showed me that Jerboa is not respecting the app settings.
I don't think we can change that in the app but I changed it on web in my profile settings and that changed the default to subscribed in jerboa for me.