Sorry to hear about this problem. While this is the first I have encountered this specific behavior, it does appear that this is actually a documented bug in Jira. Please see https://jira.atlassian.com/browse/JRASERVER-62549 for more details. It looks like this can also affect Jira Cloud instances, but that bug is tracked on the corresponding ticket of JRACLOUD-62549.
It appears that once the default is set to Boards, the next click on a different option only appears to move the bullet, not actually set the default or take you to that page like the other options would do.
The good news is that you should just be able to click twice on the default you want to set. The second click should be able to both set this and take you to that option. I agree that Jira should not behave in this way, so I would recommend watching that bug ticket for updates as to when this might be fixed. But in the meantime you should just be able to doubleclick the option you want to set to make this work.
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