PYTHA saves all Pen Settings as part of the .pyo file. Any changes that you make within a model will not be applied to any other jobs.
To change your default Pen Settings, open a new PYTHA model. Make the desired changes / updates to your Pen Settings, and then close PYTHA. When you reopen PYTHA the new settings will be retained. Any new jobs that you start will use these updated settings, provided you always start new jobs from a freshly opened PYTHA.
To apply these updated settings to existing jobs, simply import the job into a new PYTHA model. Note that doing this will only import your model - any existing plot pages need to be recreated.