I feel like this has been going on for several versions now. My setting for Default sort for comments is Top, but when I open a post, the sorting method appears to be Hot instead. The image in the post shows what a typical post looks like for me when I open it.

I hesitate to call this a bug right now, as last time I had a problem like this it was user error, so I'm not discounting some conflicting setting that I've overlooked.