I experienced the same in Beta labs and locally. Once the SET feature is enabled in VisualEditor, the Edit tab defaults to VisualEditor. Contrary to @Tgr's comment at T128780 this is not because it defaults to "Always VE". It defaults to the "Last used editor" logic as intended just fine.
However there appears to be a small logic issue in how SET determines "Last used editor".
The "last used editor" tracking did not exist prior to the introduction of the SET feature. As such, the system doesn't know what I used last. And it appears that in the absence of a "VEE=wikitext" cookie (which nobody has) VisualEditor is the fallback. And as such, it is effectively the default.
Users will see VE at least once after enabling SET on a wiki and gets the dialog there to confirm the "Use last used editor" dialog. At which point they then have to manually switch to source mode. And it'll be remembered from that point forward.
This isn't bad, but I'm just uncertain whether that was the plan (expose everyone to VE one last time and then remember it going forward - ignoring any previous preferences or last used editor before this point).
It also isn't trivial to do right either since short of inspecting the revision history change tags, we can't really bootstrap a sensible default in absence of a VEE cookie.
Why doesn't anyone have these? I thought that these cookies were supposed to have been collected for IPs since approximately December. I also thought that it was a pref, rather than a cookie, for logged-in editors (and collected just as long).
The last used editor cookie (VEE) is only set by VisualEditor when switching to source mode from within VisualEditor itself. When loading "Edit source" (WikiEditor) directly it isn't set (but should've been).