I ran a couple of experiments on this, to try figure out what the 'rules' are. It appears that if Frequently Used was selected the last time the window was opened, then it will not be selected & instead the item at the top of the list will be instead.
Assuming that list would remain alphabetical I removed all I had checked above Greek, then tried again - success, Greek became the top of the list.
The surprise was that once I added back all my other choices - Greek remained at the top of the list.
So - it doesn't appear that you can force Frequently Used to be selected by default, but you can force Greek to be at the top of the list & therefore be the default if no other below it was previously selected.