Windows 10 select default login option

I've had the same problem since installing Win 10 and the issue has persisted across multiple Insider builds. As far as I can tell from my research, this is either a bug or is the expected behavior. The only good reference I have on this is from Microsoft Community:

http://answers.microsoft.com/en-us/windows/forum/windows8_1-security/set-pin-as-default-sign-in-option/d0aac9c1-88cf-44c4-a1b2-2ddc519d1881

It's three mostly-useless pages, but as per the latest comments from January, others seem to be experiencing the same behavior and there is no known way to change it.