In my testing, the last workspace that I loaded outside of PW is the one that loads when I launch inside PW (without a managed workspace). It appears that if you delete your PowerInRoads preferences in "C:\Users\user.name\AppData\Local\Bentley\PowerInRoads\8.11 it will revert back to the default "Untitled" workspace.
You can specify a local workspace to load by creating and assigning Workspace Profiles. These allow you specify which local workspaces to use when a DGN file is launched.