you probably never notice, but SSMS builds a default connection string that points to a specific database, like master, unless you selected or left <default> in place , so unless you change it, no matter what your default database is, SSMS will dump you into master;
that overrides whatever database is your default database.
on the credentials screen if you click on the Options>> button, you can click options and change it to a default database there.
Lowell