I think the real answer to this question is:
The “Default” preset means that it’s using the Static Mesh Collision Preset that is set in the Asset itself.
If you go to the asset, details, you will see that you have a Collision Preset in there, and Default is not even an option.
So if you change the collision preset there, all your assets that does not specify a preset, will use the default one, the one in the asset.
I hope this helps someone!