Check that Preferences / Launching Opus / Default Lister / Update Default Lister automatically when closing a Lister is turned on.
The other option that you were looking at would only have an effect if you exited Opus while some windows were still open. Since you've got Shutdown Directory Opus when the last Lister closes, I'm guessing that you're exiting Opus by closing the last window, and I think Opus will treat that as there being no windows open when it was closed. In that case, the default lister will open instead, and the option I mentioned at the start of this post will ensure the default lister is the same as the last window that was closed.