Since gna.org has gone away, for the record: this will be addressed in 2.6 when it is released; there is a client option to remember the last server connected to, although it is disabled by default.
Archived upstream Gna ticket state: <https://web.archive.org/web/https://gna.org/bugs/?21752> Commit that fixes this: <https://github.com/freeciv/freeciv/commit/cbe0a10ec17dd2521863a1300033756ad21e7c90>
