Autorouting is not the only reason to want to set a keepout area. Using Design rules check would be another. To get the effect you want, when you place a hole, add a ring thickness. That would add a copper ring around the hole that autorouting would avoid, and DCR would complain about if traces get too close.
The keepout will be the ring thickness plus the “Keepout” value defined in the Autorouter settings.
If you do not really want a copper ring, change the ring size back to zero after everything else is placed and routed.