Okay, it seems that "set auto_zoom, off" does work for PDB files, but not
for SDF files. I have a python script that gives these three commands:
set auto_zoom, off
show sticks, gsk_77553_l
But when you call the script, this is what happens in pymol
PyMOL>set auto_zoom, off
Setting: auto_zoom set to off.
Executive: object "gsk_77553_l" created.
PyMOL>show sticks, gsk_77553_l