Setting default policy to DROP for iptables

You cannot do that at the moment in the webui. If you want that you'll have to run your own script to setup the ruleset.
You have to be careful with that like for example have screen or serial access otherwise you can get lock out of the whole system.

You can also if you want request a as feature request at bugtracker.openmediavault.org either as menu or maybe an environment variable.

If you still want to use the webui look at the script in mkconf/iptables
You can add the policy there, just remember that your changes to that script will get lost in every omv package upgrade

If you have and INPUT REJECT (or DROP) ALL at then end of your rules why do you need a rule like this?