Basically:
If you open a folder from a "shortcut" from the sidebar, and press Cmd+J, you get the barren options from the screenshot: https://imgur.com/3meteoB. And it doesn't matter if you keep clicking on other folders
Since I always use just a few folders linked from the sidebar, that's what I would always get.
To get to the "actual finder window", you have to select a folder, and press Cmd + Down to "open it". Visually, nothing changes. But the View Options do: https://imgur.com/EJuqWDC
It still doesn't have the "set as default", but, at the very least, it now looks more like your screenshot.
I'm literally at a loss for words.
Edit: more over, if you Cmd+Tab back, and your current folder is a subfolder of an item in the sidebar, the Cmd-J panel resets back to its barren view. Why?!!