The way fonts are set and how the font dialog works have not been changed in a very long time.

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How can I make my desired font the default?

You can set the default status window font just by changing the font for any status window and pressing okay. It will then apply to all status windows.

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but there's no way to globally set a default font anymore

There has never been a font dialog option that sets a global default font for all windows.

You can set the default font for status windows just by changing the font for any status window.

You can set the default font for channel or query windows by checking the "set as default" when you change the font for a window of that type.

Also note that that font settings apply across networks, so changing the font for #channel or a nickname will apply to all networks.