The default mode is the most primitive net selection mode, it selects a net and all its related components based on the net names given in the data set regardless of the layer they are on. Please note that there are data types for example Gerber that do not contain net information and thus cannot use the default net selection. Please also be aware that the default net selection does not change the current view meaning, e.g. it doesn't change the current layer even if the majority of the net is on a different layer.