Are you able to access or query your
database? That may make it a little easier to see what is going on. Alternatively, if you can log in as a few different users, it may behave differently.
My understanding is that, if a user chooses a particular forum display order that they prefer, it is indicated in the user_preferences table as a record with name=forum_displaymode. As far as I can tell, there is not really a way to see this in the browser, except browsing a forum while you are logged in as that user, and then looking at that menu selection. That is, although you can look at some other user forum preferences by going to their profile > Preferences > Forum preferences, the display order cannot be set there.
Anyway, if the user has a display order preference saved, then I think forum discussions will always be shown to them, according to that preference, even if you set the default to a different setting. Said another way, I do not think you can force every user to view forums in a particular display order, because they are ultimately able to change their preference on their end.
Are you seeing that change, based on interacting with "Mark as read" or "Mark as unread"? I did a little testing with a dummy user and existing user with a saved display order preference, and I think it behaves as expected, but I could be misunderstanding the scenario you described.