I don't see any Alter cmd which changes the default value of DateStyle as well.
There are many ways to change GUCs (I'm unsure where exactly this one comes into play, feel free to look or wait for others to comment). Assume that the script, when the first thing it does is 'SHOW DateStyle;' when issuing "reset datestyle", will have its value reset to the shown value. The calling environment has made it so that is the session default.
The session default is:
SHOW DateStyle; DateStyle --------------- Postgres, MDY (1 row)