Unfortunately there’s isn’t a way to turn it off by default.
You can turn the auto easing off on multiple objects and keyframes at the same time, by selecting them all in one go in the Keyframe Editor and unchecking the check box.
Multiple keyframe selection can also be achieved by Ctrl clicking (add to / subtract from selection).
It is not only available in the KeyframeEditor but also on the Timeline.
In most cases true linear interpolation for animations is very undesirable and that’s why Auto Ease is not turned off by default. In those cases where it’s needed to be off one can always turn it off in the Keyframe Editor.