It gets created as InnoDB in your case because this is the default setting for this particular server. Can't you change the server default??
A setting in SQLyog 'preferences' ahs the problem that you cannot always tell what table types ('engines') is available for a server (it is not a big problem at the moment, but it will increasing be with Maria, PBXT, ExtraDB and Falcon etc. engines spreading in both offcal an unoffical mySQL builds). So ideally it should then be a 'per server' setting, I think.