In my vision of the future, most devices will not have a default gateway.
Instead, everything will be forced through application layer proxy servers which inspect the traffic and decide whether to let it pass. This would include domain whitelisting, as you mentioned, content filtering and inspection, and/or anything else the {company,"protection service",user} wanted to add.
I have no doubt that eventually, someday, we will live in a world where our electronic devices default to deny.