[AGE-120] When adding a data point to a test set, there is never a default set selected

[mmabrouk]

In the playground, each time we add a datapoint to a test set, the default selected option in the multi-select down below is the "+Add new". For users who are adding many data points, they would prefer to always select the last chosen test set.

Depending on the complexity of the implementation. We should either:

1. Select the first test set, if there are available test sets (instead of defaulting to add new)
2. Save the state of the last used option/test set when clicking add, and display it the next time.

_{From SyncLinear.com | AGE-120}

[bekossy]

Fixed in #1698