When I try change the default-web-module by CLI, the domain.xml file result for the following command is:
command: /profile=full-sgp/subsystem=web/virtual-server=default-host:write-attribute(name=default-web-module,value=sgp)

result xml:
<subsystem xmlns="urn:jboss:domain:web:1.1" default-virtual-server="default-host" native="false">
<connector name="http" protocol="HTTP/1.1" scheme="http" socket-binding="http"/>
<virtual-server name="default-host" enable-welcome-root="false" default-web-module=""sgp"">
<alias name="localhost"/>
<alias name="example.com"/>
</virtual-server>
</subsystem>

The problem is that are " code added to the name of default-web-module attribute. Maybe the command have been encoded twice.