On my current Windows system (Julia extension version 1.140.0, VS Code version 1.103.1, Windows x64 10.0.26100) the default run button behavior is whatever you last chose with the dropdown menu. The Linux system I use (Manjaro Linux 6.12.39, VS Code 1.101.2) also shows this changing behavior, and also shows a change in what the run button displays on hover over with mouse pointer to what you last chose.
Have you checked whether the default changes in that way once you choose REPL on the dropdown menu?