There is no "default pull" option
Created originally on Bitbucket by DaveInCaz (David Hollman)
In File > Settings > Sync there is a "Default Push" entry which allows you to select "all", "branch", or "revision".
There should be a similar option for "Default Pull". Hg seems to support this. Instead, thg has buried a similar function under the Synchronize view > Options button which IMO makes it much harder to find and also is not nearly as easy to use.
I am using TortoiseHg version 3.9 with Mercurial-3.9, Python-2.7.9, PyQt-4.11.3, Qt-4.8.6.