I don't know if there's a way to achieve that, but in case you didn't know, one can quickly switch between the four modes via F2-F5.
p.s F1-F4 would've been a much better choice IMO. Help can be accessed via the Help menu or more often, by clicking the help icon attached to each node's PPG
I'm using the hotkeys, but would like Houdini to start up with lasso mode active. Nothing in the help file about setting defaults for this. It should be possible by setting environment variables I guess.