I also would like to understand how it works and after trying several things it seems that as soon as you have several music frames in the “First” Master Page, Dorico will automatically assign the “Default” Master Page to the first page of the project.
And as you already found out you have to manually assign the “First” Master Page to the first page of the project.
I assume then that this is the way Dorico works and there are probably reasons for this.
For example I am just wondering what would you use as “First” Master Page for another Player in the same project?
The Master Page with the “Bells needed” would not work.
I had to do something similar a few days ago: a Drums Legend which should be before the first Drums Flow.
As I wanted this legend to be on its own page, I created a custom Master Page only for this legend.
A suggestion: maybe you should create a custom Master Page only for this Layout and assign this custom Master Page with a Master Page Change.