This is because when you set up the custom field inside Global Settings you have not left a blank line at the bottom of the drop down.  To resolve this please follow the steps below:

1. Go into Settings and to Global Fields. 

2. Select the drop down entries it is relevant to and at the very end of the drop down line content add a comma (,) followed by a space and this will create a new line.   

3. Then click on update settings to save. See example below:

4. You will find that will stop the custom field defaulting to the first option when Update is clicked on.