There is no way to get it to always start up in Sport mode.
I too, would always switch to Sport mode every time I drove it. But since I got my tuned ECU I am actually happy that I have the two modes. I find myself driving in normal mode all the time now to "tame the monster" somewhat. In other words, with the additional power, normal mode is fine.
I use the Sport mode for track and autocross only now.