The "no document open" thing has never worked in Illustrator - I think you may be thinking of Indesign there.

You have to edit the [Basic Paragraph] paragraph style in the Document Profiles for Illustrator - the startup files.

Here's Adobe's rundown on editing startup files: http://blogs.adobe.com/adobeillustrator/2009/05/startup_profiles_a_great_tool.html

The "no document open" thing has never worked in Illustrator - I believe you may be thinking of Indesign there. In Illustrator, with no document open, there are no paragraph or character styles even available.

You have to edit the [Basic Paragraph] paragraph style in the Document Profiles for Illustrator - the startup files.

Here's Adobe's rundown on editing startup files: http://blogs.adobe.com/adobeillustrator/2009/05/startup_profiles_a_great_tool.html