Index: wp-includes/class-wp-customize-setting.php
===================================================================
--- wp-includes/class-wp-customize-setting.php	(revision 20725)
+++ wp-includes/class-wp-customize-setting.php	(working copy)
@@ -68,8 +68,10 @@
 			case 'option' :
 				if ( empty( $this->id_data[ 'keys' ] ) )
 					add_filter( 'pre_option_' . $this->id_data[ 'base' ], array( $this, '_preview_filter' ) );
-				else
+				else {
 					add_filter( 'option_' . $this->id_data[ 'base' ], array( $this, '_preview_filter' ) );
+					add_filter( 'default_option_' . $this->id_data[ 'base' ], array( $this, '_preview_filter' ) );
+				}
 				break;
 			default :
 				do_action( 'customize_preview_' . $this->id );
Index: wp-includes/option.php
===================================================================
--- wp-includes/option.php	(revision 20725)
+++ wp-includes/option.php	(working copy)
@@ -48,7 +48,7 @@
 		// prevent non-existent options from triggering multiple queries
 		$notoptions = wp_cache_get( 'notoptions', 'options' );
 		if ( isset( $notoptions[$option] ) )
-			return $default;
+			return apply_filters('default_option_'.$option, $default);
 
 		$alloptions = wp_load_alloptions();
 
@@ -67,7 +67,7 @@
 				} else { // option does not exist, so we must cache its non-existence
 					$notoptions[$option] = true;
 					wp_cache_set( 'notoptions', $notoptions, 'options' );
-					return $default;
+					return apply_filters('default_option_'.$option, $default);
 				}
 			}
 		}
@@ -78,7 +78,7 @@
 		if ( is_object( $row ) )
 			$value = $row->option_value;
 		else
-			return $default;
+			return apply_filters('default_option_'.$option, $default);
 	}
 
 	// If home is not set use siteurl.