As far as I know, this is not possible out of the box, but it is possible to implement such functionality into the template used to display the form.
Yes, unfortunately the checked attribute is stripped off when transforming the html representation of the form to the xform representation saved in database.
In EPiServer CMS 5 R2 the Xform editor have been improved and the functionality regarding select, radio and checkbox lists now allows setting the checked attribute.
Can anyone tell me is there a way to make a radio button or checkbox checked by default in an XForm? I've tried using Ctrl+Shift+C to add it to the code manually but it appears to be stripped out when I save the form.
I don't see any option for it when building the form but surely this is possible for such a common requirement?