It’s a bad idea to destroy users’ work, unless they explicitly say they want it destroyed. I would think that if users have gone through the trouble of filtering and sorting the data, chances are they want to keep it that way, perhaps even between sessions (e.g., with cookies), not just between paging. If you anticipate users often wanting to return to the default presentation of the data, then you can include a Default or Reset button for each or all your presentation criteria.
Your real problem may be convincing users their work won’t be destroyed by merely navigating away for a moment. Experience from the stateless web may make them assume their work will be lost, and they’ll do awkward work-arounds (e.g., adding tabs) to avoid page-navigating. Now they’ll won’t be able to benefit from your work to make your pages state-ful. Training or documentation could help.
Another possibility is to bag the whole pages thing entirely and show each page in a separate window. Users won’t hesitate to “navigate” away from a window to another if the first remains open –they’ll expect that the state will be preserved when the click back on that window. The only catch is you have to have separate windows for every page. If you mix separate windows with paging navigation, it’ll confuse your users –they won’t know what rules apply. It’s probably only a good idea if you have relatively few pages/windows that users use at a time.