Dear Soon,
Welcome to the forum here.
Thanks for reporting the issue here. I do a test and I can reproduce such an issue in our environment as well. The Default Sheet view is set in Excel Online after you open the Excel file in the Excel application and change the view to a custom view even though the custom view is showed correctly in Excel Online as well. I think that it may be a point needed to be improving in Excel Online.
Sorry for that our category may have no escalation channel fixing it and it is needed to be fixed by our related team directly. I kindly suggest you click on File>Feedback in the Excel application as soon as possible to report this to our related team directly so that they can be aware of it for the product improvements.
Thanks for your understanding and have a nice day!
Cliff