Thank you for using Adobe XD. Currently this is as designed. You can use your custom grids as default across all artboards only for the same project. However, ability to 'Make default once, use it everywhere' does sound interesting. Please log this request here https://adobexd.uservoice.com/forums/353007-feature-requests so that it gets more attention/upvotes and gets implemented in future releases of XD.
Can we get this to be a universal default? To me default means, that's the default for all moving forward. It's not clear—at all—that default means only for that particular doc.
It's super confusing and I've spent the last 20mins just trying to "set the default" across the board. Not a huge amount of time, but enough that I became frustrated trying to do something simple.