You need to edit the aspx file, there's not alternative form or something in UI.
You need to edit file: ~/CMSModules/Membership/Pages/Users/user_new.aspx.cs
In function Page_Load you can find following line (in 8.2.36 is line 68):
drpPrivilegeLevel.Value = (int)UserPrivilegeLevelEnum.Editor;
then you can change to your needs
drpPrivilegeLevel.Value = (int)UserPrivilegeLevelEnum.None;
Be careful beacuse your change could be modyfied by hotfix or certainly by upgrade.