Yes, just go to the Preferences for the Dictionary app. There's a list there of all the possible dictionaries, which you can then drag to be in any order you like.
Even a reset doesn't work for me, but it seems like only the Notes app has permission to actually write to the dictionary settings, so you can solve this by:
Open the Notes app
Highlight a word and select Define
Touch the cloud icon for the dictionaries you want to enable
Open any other app and now those dictionaries will remain enabled
Best Answer
This is a bug in the macOS 10.12 Sierra GM (Golden Master).
Apple has released a few more builds since its keynote on September 7. The first build was 16A320.
To update to the current build there are two options:
What is your current macOS Sierra build number?