Heh - I feel ya on that one - I tried playing around with the fonts myself to see if I could pick one of the fonts that Wordpad shows in the list and rename it to "1.ttf" and see if Wordpad would pick that font always - however, when I tried t copy it back to the fonts folder it still asked to install the same font (Comic Sans MS) - so I suspect the embedded name needs to be altered as well.
But , I am sure there is a way to do it permanently, by using a font tool that will allow you to edit the font itself, and then changing it to the number 1 - because, AFAICT, Wordpad just shows some, not all, of the fonts installed in the system - and it simply displays them alphabetically, and Arial is the first font displayed so that is what it chooses.
There is another post in the software section about a free (and old) font tool that works if you use the standalone version - I will play with that to see if there is a workaround that might help without screwing up other apps....