Have you been looking at your balls?
After throwing a ball that isnt a red pokeball it will default to that ball for each pokemon you try to catch until you change balls. I advise looking at your balls, often. You dont want to make any mistakes with your balls.
Answers
I think this improvement is actually a downgrade. I'm actually spending more time now switching balls than before. The only time it would be beneficial is if I am catching "rarer" pokemon back to back, but more than likely, rarer catches are often separated by basic crap. I have to imagine this is true for most active players.
Imagine catching 20 pokemon, 15 with red balls and 5 with blue balls. Assuming the 5 rarer pokemon are not caught consecutively, this means I have to switch balls 10 times (5 times to blue, and 5 times back to red). In the old system I only had to switch balls 5 times.
For this new system to be beneficial those 5 rarer pokemon would have to be caught consecutively. I wonder what the odds are - don't know - but i'm sure it's pretty rare. Even if 2 were consecutive and the other 3 were not i'm still switching my balls more than 5 times.
Where this improvement is probably useful is in a nest where you are likely using great balls for everything - say a starter nest or a Scyther nest or something. But in most scenarios it's costing us more time.
I think the main reason this is annoying is that we have gotten used to it the other way. If it's a permanent change, we'll get used to it, and it won't be that big of a deal.
At least they fixed the problem of the pokemon list jumping back to the top every time you edited/changed anything. That was REALLY annoying.