Did you have the last page open when you saved the template? SW might have remembered this.
That's odd. If the first sheet was active when you saved the drawing template, then new drawings started with that drawing template should open with the first sheet active. After making your changes, are you sure you're saving as Drawing Template (.drwdot), at the location specified at Tools > Options > File Locations > Document Templates? And then using this template when starting a new drawing?