The "default" button is the button that will be automatically pressed when [Enter] is pressed. Of course, if at this moment the focus is not on the component, which itself reacts to [Enter]. And since the tab order in this dialog starts from the TButtonPanel, the Help button is selected first (from left to right, as needed).
I fixed the tab order and set ActiveControl to TEdit. The default focus is now on the type input field, and pressing [Enter] activates the default button OK.