Opening, sharing, and managing OneDrive-stored documents directly within Microsoft Teams
When a user uploads a file to a teams chat, it uploads it to their personal OneDrive and sets the file sharing.
This setting is actually controlled in Sharepoint admin, since OneDrive and Sharepoint are so closely related.
Because of this, you need to actually go into Sharepoint Admin > Sharing > File and folder links > 'Choose the type of link that's selected by default when users share files and folders in SharePoint and OneDrive.'
Hope that helps.
-Autumn