I think the only option is to check the box for all references or leave all boxes unchecked.
They don't just let you say always check out drawing files.
This is in the user/group settings.
Since this was a settings dialog for a group it has the filled boxes. Just in case someone is not aware of what that means. It just says that some of the users in the group have the option selected while others do not. The Check means that everyone has it and a blank means nobody has it. From the group settings there is no way to get a filled box. You can only clear it or check it. But once you set it for everyone in the group some user will undoubtedly change it almost immediately.
Might want to check out the file type nodes (sldprt, sldasm, slddrw) in pdm. It should be by default configured to check out model with referenced drawing. It might have been altered at one point away from default.
Be careful with ‘try to check out all referenced.... ‘ option. It will auto select to check out ALL parts when you check out assemblies or drawings.. some teams hate that option or it might swing to other unintended issues.