Is this for a published workbook on Tableau Server? I believe this is a feature request and not possible. Feature requests may be entered here Ideas. Please note that creating a new idea does not automatically mark a vote for the creator. You can add your own vote after saving the new idea.
I have asked for feedback from a few team members as well to chime in if they do know a way to set this as a default selection tool option.
I have tested a few things and I think I have a solution for you.
First off, I am testing with 2018.3.0 so you may have different experiences with other versions since I have not tested other versions.
For workbooks, select the radial selection tool and select save workbook. Close the workbook. Reopen the workbook - Radial selection is the default.
I published a sample workbook to Tableau Public as well - see below - with the selector set to Radial selection and this is retained as the default upon publication.
I hope this helps and answers your question.