If you’re unable to find an in-game preference for this, you can enter the following command in chat:
/console alwaysCompareItems 0
Alternatively, you can create the following entry in the config.wtf file if it does not exist by pasting the following line:
SET alwaysCompareItems "0"
0 = off by default, allows you to hold shift to compare items
1 = on by default, the current “default” setting (no pun/reducancy intended there)
Edit: Fixed accidental oopsie in copypasta. Corrected lines are, in fact, correct now.