The default database is master and it still exists.

I get this when running the commands:

C:\>sqlcmd -E -d master

1> ALTER LOGIN pbtf\bob WITH DEFAULT_DATABASE = master

2> go

Msg 170, Level 15, State 1, Server THOTH, Line 1

Line 1: Incorrect syntax near 'LOGIN'.

I am logging in as bob with Windows Authenication. As mentioned before, bob's accont is in the Active Directory security group at the SQL Server level.