That is the one thing I don't like about my D5100. It does the same thing if set to use either the remote or the timer, no matter what delay the timer is set too. I find this most annoying. If I set it to "timer, 2 second delay or remote", it should stay there until I set it to something else. Apparently, this is the way Nikon built the beasts though. I guess you are just going to have to get a D7000 like I did in order to avoid this problem.