I gave this a try and I see what you mean. When you link contacts together, the accounts have some kind of sorting applied.
For me: MSN accounts always come before GTalk accounts and accounts for the same protocol are sorted alphabetically. I'm guessing this is because my MSN name comes before my gtalk name in the alphabet.
Double clicking on your meta contact to start a chat uses the first account in the sorted list. (Fortunately, the sorting also takes into account the user's status.)
I think the inability to set a default account is a bug. Please report it with