The only way I was able to override this behavior is to open a .cfm file and gointo Preferneces -> File Settings - More -> Syntax Specific - User and add the following JSON string:
{"tab_size": 4, "translate_tabs_to_spaces": false}
Lastly save the file by going to File -> Save As and make sure its saved as:
/Users/username/Library/Sublime Text 2/Packages/User/ColdFusion.sublime-settings
According to the SublimeText Documentation (http://www.sublimetext.com/docs/2/indentation.html) the order preferences are applied is:
Since the Packages/User/
- Packages/Default/Base File.sublime-settings
- Packages/Default/Base File (<platform>).sublime-settings
- Packages/User/Base File.sublime-settings
- Packages/<syntax>/<syntax>.sublime-settings
- Packages/User/<syntax>.sublime-settings