I double-checked to be sure, and you shouldn't have to change the "Options > Multiplayer" setting back to "invite only" every time you play (it should be persistent) *unless* you 1) choose "New Game > Singleplayer" (because that toggles it to Offline), or unless you manually change it to "Everybody/Public" or "Friends/Friends only".
In other words, if you have it set to "invite only" and do "New Game > Multiplayer" fifty times, it should remain on "invite only" all fifty times. Are you seeing something different? If so, there may be a bug?
I haven't played these last 2 updates 1.0.59 and 1.0.80 so maybe it was fixed in one of those. I'd test it but I'll take your word for it since I don't have anything installed on this fresh Windows 8.1 install.
