The option you have selected is the "Sheets in Dashboard". This would mean that all the sheets of the specific dashboard would be selected by default. Why don't you select "This Dashboard" in which case only your current dashboard would be selected and available for download as desired.
Thanks for your response Hari.
My requirement is to download each chart separately, that's why I am using "Sheets in Dashboards" here as selecting "This Dashboard" will download whole dashboard as a PDF.
Well then, I do not think Tableau has provided any option to keep the sheets unselected by default. If that's what you really need, then you have to manually unselect the sheets till you have what you need, or create separate dashboards for each sheet.