We should be able to set our seige default choice in the train army screen and see it in the pre-attack dialog.

If you want to set the seige choice before a war attack start a regular attack, wait through through the clouds to find a base, choose the seige option hou desire, end the battle. This wont cost shield time but it does cost gold and takes time.

This method is required before attempting Goblin maps if you want to vary the kind of siege you use. On the goblin maps there is no “before the attack” so there is never a chance to change the seige.