Hi there,
Welcome back to the Community. I'll be happy to answer question about taxes in QBO.
At this time, there ins't an option to set the default menu to Exempt, you'll have to manually select the appropriate option each time. I know how useful this feature is to you and I encourage to forward this to our engineers by clicking the gear icon and looking for Feedback. New product ideas and improvements are largely based on the feedback we get from users like you.
In case you have other questions, I recommend contacting our support team using this link.