Hi Tue,
Sorry, I can't find it either. I found where that part of an edit page gets "made" and still haven't found how it is set. I was hoping I could possibly find it hard coded. You might want to try looking at ...youmoodle/course/moodleform_mod.php around line 638 for Moodle 3.0.2+.
There is one way to do it, but I DON'T recommend it without testing to be sure it doesn't break something. AND, this method will make EVERY activity default to None during set up. It does NOT SEEM to change activities that have already been created. However, I have NOT tested this extensively. So TRY AT YOUR OWN RISK!
Add the following to your Moodle config.php file after all the other $CFG entries:
$CFG->gradepointdefault = '';
Normally, gradepointdefault can be set under Grades > General settings and must be between 1 and the whatever the Grade point maximum is. You cannot set it to be empty there but adding that line of code to the config file seems to override that and give you what you want, but it does it for ANY GRADED activity that gets created after the change.