I've had a look this morning and its feasible to have it remember the last selected view, but there's a bit of complexity around tracking that state -- particularly how its handled for multiplayer scenarios, so its one I'd need to think over.
Making it a mod setting is a lot easier though and something that really should be configurable for peoples preference -- so I've added a commit to my dev branch which adds a new per player mod setting 'Station Select Default View'. This allows control over whether the station select dialog defaults to stations from train, tnfp stations or all stations and hopefully thats close enough to what you need.
I'll do a release over the next day or so and confirm when thats out.