The shapes contain a custom property called ShapeLook that determines how the shape looks. Each shape contains several geomerty sections that are shown or hidden depending on the value of this custom property.
When you select the type, from the menu this custom property is set in each shape on the page based on the selection. Since the shapes position in the tree can affect the look of the shape, there is no easy way to let future shapes inherit the choice.
So unforutnately, what you see is what you get. Though, it would be a good suggestion to make the custom property a page value so that future shapes would inherit the style.
John... the original Visio MVP (since 1993) Visio.MVPs.org