Nicolas,
Sorry for the late response, but I just now noticed that you replied.
I think the output format used to stay on the last-selected at some point in time, but that may have been in SD4 days, and I'm honestly not sure. With my current updated version of SD5, the baker outputs reset to SVG format every single time, even if I go back and do a re-bake within the same session.
Sometimes I forget to change them to png and don't notice until I import the materials to UE4 and see some interesting blocky artifacted normals.