Página de manual do estado do tmux o processo da opção shell padrão:
default-shell path
Specify the default shell. This is used as the login shell for new windows when the default-command option is set to empty, and must be the full path of the executable. When started tmux tries to set a default value from the first suitable of the SHELL environment variable, the shell returned by getpwuid(3), or /bin/sh This option should be configured when tmux is used as a login shell.
Para definir o shell padrão do tmux para o Bash no arquivo .tmux.conf, você deve escrevê-lo como:
set-option -g default-shell "/bin/bash"