Set Power Pivot measure number format to 0 decimal and '000 separator
Creating every measure always requires 3 exctra clicks. Number > 0 dp > use thousand separator
Making this default (or allowing the default to be selected) would be great
Kenneth Barber commented
My preferred default would be to have the 1000s separator and 2 decimal places showing. In my work, I tend to use a measure that performs a division, but the user gets to choose what they divide. If they select a denominator, then the result is usually small and so decimal places are useful, but if they do not select a denominator (divide by 1), then the result is large and the 1000s separator is useful.