You'd need to be in full manual mode. Things such as focus and zoom are also stored. If you're in full manual mode they don't transition.

Craig, you're right. In FULL MF mode, this would work.

I'd just like to add my voice to this discussion in the hope that either someone here finds a workable solution or else Sony address this in a future upgrade. All out lighting kit is daylight so any "default' for us should be 5400K, not 3200K. Having A = 5400K and B = 3200K or the other way around seems so obvious I cannot get my head around why Sony have done the WB part of the camera the way they have.
Whilst it appears I can change the default WB in the service menu there is more than one parameter to change and I haven't a clue how to correctly adjust them so I'm reluctant to fiddle with the settings. Perhaps it's possible to get a service centre with the right gear to recalibrate the default to 5400K, I'd be willing to pay to have it done.