I have the same problem, and I clearly do not understand the answers and explanations. Sorry !
I would imagine was that a brush that was selected when starting a drawing with the pencil tool was remaining selected for the next drawing. And setting the defaults does not work with a textured brush. I do not find where to change this behaviour.
And the fact that it is a "pencil" for me should be related to the way the path is defined, not to the brush to be used.
EDIT: I was saying behaviour was different in the past. I have restored previous releases and checked. I see behaviour is the same... So my memory is failing. I have modified the related part of my message.