Вот способ изменить это для каждого объекта на листе:
Private Sub fixComboBoxes()
Dim OLEobj As OLEObject
Dim myWS As Worksheet
Set myWS = Sheet1
With myWS
For Each OLEobj In myWS.OLEObjects
If TypeOf OLEobj.Object Is MSForms.ComboBox Then
OLEobj.Object.Style = fmStyleDropDownList
End If
Next OLEobj
End With
End Sub