If you change the object styles in the project (not before opening any project, because then changes will be applied to all future projects) it doesn't really matter because even if you change the Default Object Styles to your liking this change will be only for that project. BTW: if you use Captivate 6 I would advice to create a custom theme because it not only includes the Master slides, but also the Object Styles and the skin. Certainly if you want to use the same object styles (master slides, skin) for multiple projects.
You can also export/import object styles, but be sure to select all the styles that you want to reuse. They will get into a cps-file
Lilybiri