Sometimes you can use excel's memory against itself.

Excel remembers the setting from the last edit|replace--whether it was done
manually or via code.  But this is one setting that isn't exposed to code.

So I don't think you can change this behavior/default.

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If you knew that the options were showing in that dialog, you could use a macro
and sendkeys to select Workbook.

Option Explicit
Sub testme()
   SendKeys "%hw{enter}"
   Application.CommandBars("worksheet menu bar") _
       .Controls("Edit").Controls("Replace...").Execute
End Sub

But this fails if the Options aren't showing on that dialog.