SUMMARY
I discovered the commit and cause of the bug I reported here. https://bugs.kde.org/show_bug.cgi?id=513976. With commit ad6ccf2b, shown here: https://invent.kde.org/system/dolphin/-/commit/ad6ccf2b86b3e97138d13518bd6ea8fd670d3530.

The problem is that while Dolphin does save preferred sort order for roles in the *session*, it does NOT save after a restart. You have to manually change everything to how you want it everytime you open a new Dolphin window. This first started in 25.12.0, or at least that is the version that I first saw it in. It was NOT present in 25.08.3, which shows that this commit is the likely culprit.

STEPS TO REPRODUCE
1. Open Dolphin.
2. Change sort orders around for different roles. Things like A-Z vs Z-A, smallest vs largest first, etc.
3. Close Dolphin and reopen.
4. Change sort order around again in the same way.

OBSERVED RESULT
Dolphin saves sort orders per session for each role. However, Dolphin does not save sort orders like "Ascending first", largest first, A-Z vs Z-A, etc upon restarting it.

EXPECTED RESULT
Dolphin should save these sort orders correctly upon restart so the user does not have to manually set every time. If you provide defaults, at least have a way to save them.

SOFTWARE/OS VERSIONS
Operating System: EndeavourOS/Arch Linux
KDE Plasma Version: 6.5.4
KDE Frameworks Version: 6.21.0
Qt Version: 6.10.1
Kernel Version: 6.18.2-1-cachyos (64-bit)
Graphics Platform: Wayland
Processors: 32 × AMD Ryzen 9 9950X 16-Core Processor
Memory: 32 GiB of RAM (30.5 GiB usable)
Graphics Processor 1: AMD Radeon RX 7900 XT
Graphics Processor 2: AMD Ryzen 9 9950X 16-Core Processor

ADDITIONAL INFORMATION
This bug is NOT resolved in current dolphin-git, or the most recent commits. I have resorted to downgrading dolphin to 25.08.3 because this makes dolphin genuinely unusable without unnecessary effort.