I think you get this backward. The intention of the BGP implementation on MX is to provide the spoke routes to some infrastructure. So all your spoke networks that participate in autoVPN will be injected into BGP and given to it's configured neighbor. The clicking of default route in the VPN page is meant for branches to use that MX as a full tunnel endpoint to reach all other destinations. The upstream infrastructure needs it's own way to reach the internet outside of the BGP implementation on the MX.
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