Yes, this is possible by changing a property in exchange.properties. The default setting is usually commented out.
# Controls the TM export type selected by default on WSXZ export. Possible values: content, link, content_and_link. When not set the default is "content".
# export.wsxz.tm.type.default = content
Uncomment the property and set it to content and link, or leave it and add the uncommented line below, like this:
# Controls the TM export type selected by default on WSXZ export. Possible values: content, link, content_and_link. When not set the default is "content".
# export.wsxz.tm.type.default = content
export.wsxz.tm.type.default=content_and_link
Now: this change has an impact in exports done from the Classic User Interface only. It has also an impact on exports done by using the
Translate/In Trados Studio button in the Classic UI. When using this button, WorldServer exports a package in the background and then starts Trados Studio to open the package automatically. The package exported with the button
Translate/In Trados Studio will have the setting set in
exchange.properties.The configuration in
exchange.properties has no impact on WSXZ package exported from the Modern User Interface where additional features like the Project Cached TM are added.
For more details about the export options in the Modern User Interface, please refer to this article:
WorldServer - why am I seeing the option 'Use cached Project TM' when exporting a project or Task to a Studio (WSXZ) package? 
