Based on your recording (the yellow warning sign at the bottom of the File New dialog), you are creating a CMYK document, with units in millimeters, but based on the Web profile (or another RGB one)! This means Ai would use the stroke defined in one of these screen-intended profiles, and not the one from Print-based ones.
Choose the proper document profile in the top row and set your settings for the new document anew — and the stroke alignment would be centered.

If you really mean to change the stroke alignment for this particular (wrong) document profile — you can do it by actually opening the corresponding file (rather than creating a document based on it), and changing the Default Graphic Style.

How to Modify the Default Stroke Style?

Related to this request:
Customize Preset Stroke Weight
http://illustrator.uservoice.com/forums/333657/suggestions/39093883

Actually I was looking for control of the point size as soon as you grab an object with a fill and stroke and with the shortcut D it will switch you to stroke……, then a selected field on the Stroke panel will be handy to just use arrow to increase or decrease. Size of stroke.
Like the feature for nudge, Cmd K opens preferences and Keyboard Increment is already highlighted, type in number of inches, mm, or pixels and hit ok.and then arrow key moves to your new distance.

There are two ways to address this problem.

1. Per document.

Create a line or a rectangle, press D to reset the appearance to the default one, and then apply a stroke weight you want. Then open the Graphics Styles panel and drag-n-drop you shape with the proper weight over the [Default] style in the panel. This will force this appearance to be applied to all new objects in a document, when D is pressed.

2. For all new documents

Locate the folder with document profiles.

On Windows it should looks something like
C:\Users\[username]\AppData\Roaming\Adobe\Adobe Illustrator 26 Settings\[language, like 'en_US']\x64\New Document Profiles

On MacOS it’s somewhere here
Users > [user account] > Library > Application Support > Adobe > Adobe Illustrator 26 > [language, e.g. 'en_GB'] > New Document Profiles

Open the profile you want to change (I use Print and Web).
Repeat the same steps as above, delete the shape you used to override the default graphics style and save the document.
If Illustrator forbids you to do it, save it elsewhere and then replace the original files.
Now all new documents based on a certain document profile will have the default weight you defined.

This method can be also used to change default swatches, default fonts, etc.

Don’t forget to backup you document profiles, because Illustrator tends to overwrite them on update.

Isn't there some settings file we can update that has these settings?

agree come on Adobe.

Same here! I would like to add 0.35 and 1.5 to the list of default stroke widths in Illustrator. They are needed frequently when creating pen-and-ink–like scientific illustrations in Illustrator. For now I've resorted to saving graphic styles for each stroke width, including tapered and variable width adjustments.

yes i agree and i would also like to have customized line weights, so for instance that i can put 0,18 in there

There is another way of doing this (kind of).
Create an rectangle or whatever, open Graphic Styles, apply the default black/white one to your shape, set the stroke weight you want, than Alt+drag this shape over the default style.
And every time you press D you’ll get this particular weight.

Please, please make a "Default" checkbox next to the stroke weight that can force all future strokes to the set weight when checked