A number of us have been having that problem. See [url]comparison to other word processors and writing tools].
I can set No Style to any other font but Segoe UI, and that setting will persist. However, if I set it to Segoe UI, at any font size, after rebooting the computer and reloading Scrivener, I will see Arial when I type (at the moment).
It’s currently using Arial because I’ve reset Windows to use Segoe UI as the system font (Windows 10’s default). If I set the system font to something else (such as DejaVu Serif Condensed), Scrivener will use Calibri as its default (I know this because I tried it).
But this doesn’t happen to everyone.