We can preset the preference to use the Specify option when we open a project that has enabled Worksets. This option appears when we click the small arrow next to Open in the Open Dialog, which only works when we select a file with Worksets enabled.
This preference is controlled by a parameter called Open Workset default. It is only available to us within the Save As dialog, via the Options... button.
There is a subtle difference between enabling worksets in a file that has not been saved yet and one that has. If we enable worksets in a project that has already been saved, at least once before, we won't get a chance to change the setting if we just click Save. However if we use Save As we get the dialog that offers us the Options... button. The setting Open Workset default is not enabled unless the file is already using worksets.
This means it probably easiest to ensure that Specify is selected if we start a project and enable worksets before saving the file the first time. That might be easier said than done. If the file is already in progress and we need to enable Worksets we just need to use Save As instead, reusing the original file name if necessary.