Nikki is absolutely right.
If we have those settings for Categories as well, we may as well not have any difference between Playlists and Categories.
Also, you've also answered your own question w/o knowing it, Nohayo.
see, you asked whether saving defaults for playlists will apply to everything you did before and the answer is NO, cos each Playlist will have different settings. However, if you change the settings for Categories, then whatever Category you play, whether you created it now, future, or past, it will adopt the new settings you just set, so in that sense, it applies to everything you did before!
But you know what, even I got confused. I had asked the programmer to put a 'save as default' for Categories too, until he told me it doesn't make sense!