With Windows 10, Microsoft wants to default to managing your default printer, based on which printer you printed to last while on that network. If you don’t want Windows choosing this for you, you can disable it (the app does this automatically if you choose a default printer).
To disable the automatic default, you can use the Registry Editor to edit the HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Windows key. Look for a DWORD called LegacyDefaultPrinterMode. If it’s not there, create it. Set the value to 1 to manually choose the default printer (as per previous versions of Windows), or to 0 (or delete it) to enable Windows being able to change the default.
Changes take effect immediately, without the user logging in and out. After this, you should be able to set the default printer.