I think DA should be more secure out of the box, partly because its good practise on the web today, but also because I will go through making the changes and I'd rather have it done for me. (not just because I'm lazy, but because I worry about forgetting something)
The same applies to open_basedir setup, and the default user file ownership setting.
The self-signed cert: Plesk gives one out, it says plesk all over it. Why not have a default cert signed by 'DirectAdmin' with all the other fields blank. Most hosts will change that to their own pretty sharpish anyway simply due to the certificate acceptance popup at login.
Once upon a time I had a site on a shared hosting with a company (they used Ensim). One day I woke up to find my site had been replaced with 'hacked by sir l33t hax0r', as had every other site on the server. I wasn't happy, and the company never managed to restore my backups properly. I (and a load of others) quit them and never went back - something I think some hosts who install DA without changing the security settings would do well to ponder. Especially if you consider the fact that a default DA install allows anyone to replace any file on any other domain using a simple bit of PHP code (search this forum for details)