GOOD NEWS!! The Power BI March 2019 Update just released a custom visual called the "Power Slicer" you can import this visual from the marketplace. This visual has a million more options than the normal slicer and more importantly allows you to set a default value. This can be done by going into the format tab under the "selection" options and setting the default value to a literal in your list.
For example if you had a power slicer with a bunch of years in it: .2015 .2016 .2017 .2018 .2019