WordPress Customizer sanitize_callback: How to Reset to Default on Fail

In the sanitize_callback function you can look at the second argument which is the WP_Customize_Setting instance and access the default property there when returning due to an empty provided value:

add_action( 'customize_register', function( WP_Customize_Manager $wp_customize ) {
    $wp_customize->add_setting( 'facebook_url', array(
        'default' => 'https://www.facebook.com/USERNAME',
        'sanitize_callback' => function( $url, $setting ) {
            if ( empty( $url ) ) {
                return $setting->default; // <===== Accessing default value.
            }

            $url = strtolower( esc_url_raw( $url ) );
            $host = wp_parse_url( $url, PHP_URL_HOST );
            if ( ! preg_match( '/^(www\.)?facebook\.com$/', $host ) ) {
                return new WP_Error( 'invalid_url', __( 'Invalid URL or not one for Facebook', 'kb' ) );
            }
            return $url;
        },
    ) );
} );