Any way to enable disable this by default without loosing so much time?
I think this is because you copy from an online library, and the result still retains a link to that library - some parts remain in the cloud and are pulled in on demand rather than being in the local library. The way to resolve this is to create a blank project and place the part in the schematic and then update the PCB (you don't need to wire up anything). That pulls in all the parts of the component, then you just right click and copy to your library.
Here's a video of the process for CircuitStudio. Note that it's nearly 6 years old and the Vault is now replaced with Altium 360, but I think it's still applicable.