Found it!
Turns out that when making a scan where the scan file type needs to be changed one goes into a "Setup" submenu of the scanning command screen.
The file type is high on the list of items and is changed there, but when this is done one can scroll the menu down and way in the bottom is an entry to set the new selection as the default!
So the reason I did not find it before is that this is not available in any general configuration menu, just when one is in the process of doing a scan and wants to change something....
Not the most natural thing to me.
Anyway, now the printer is set to scan to PDF as default like I wanted.