It is possible to change the default, but the way you do it is to change the template on which new documents are based. While this can be done manually in the Insert Endnote dialog box, that takes several steps and a change to the default would be much easier and faster.
Ken wonders if it is possible to change the default numbering format for endnotes from lowercase Roman numerals (i, ii, etc.) to uppercase Roman numerals (I, II, etc.).