Built-in display resolution resets when connecting to external monitor
I have got the same problem. It is not that big of a deal to change it everytime, but it still is pretty annoying.

Sometimes it doesn't happen, but most of the times it does.

This morning when I turned on my macbook, it started in my "more space" resolution.
When I connected my second screen, display mirroring was turned on (something I never use and don't want). When I turned off display mirroring, my Macbook display went to the default resolution. I changed it back to "more space".
Then I unplugged the second monitor. After my Macbook's screen went black, it returned in the default resolution again. I changed it back to "more space".
Then I replugged my second monitor and this time it remembered my "more space" setting. I then unplugged the second monitor again and again it remembered by "more space" setting.

It seems as though it remembers the settings until I completely shut down my Macbook. Then, it reverts to the default settings (and sometimes randomly turns on display mirroring).
I have to test this thesis more to see if I am correct.