These days I am working with one of my customers to deploy/migrate to SharePoint 2016. And last week we installed Office Online Servers, and connected them using 'New-SPWOPIBinding' command. At that point he discovered that default value was to Open Online and he wanted the farm to default to the Client on the PC.
After he dug thru the Internet, he came to me asking about how to do it. I was surprised to find that I was not pleased by the answers I found so decided to publish this blog for my records and your knowledge.
First to connect SharePoint to OOS farm you run the command
New-SPWOPIBinding -ServerName "Server.domain.com" -AllowHTTP
NOTE: There are several other switches in the command, for a better understanding please read the TechNet article https://technet.microsoft.com/en-us/library/jj219441.aspx
Second to set the default action to 'Open in Client' for all extensions on all Sites, then run the following command
Get-SPWOPIBinding | Set-SPWOPIBinding -Defaultaction:$False
NOTE: Site Collection Owners and Admins will be able to change this behavior on the Site or List just follow this article https://technet.microsoft.com/en-us/library/ee837425.aspx