Altium Polygon Pour Direct Connect
Summing up what I mentioned in the comments-

999 times out of 1000 you don't need to have thermal reliefs on vias. The only case where you might want to do this is on a prototype board where you expect to need to solder a wire into the via barrel, either to use it as a jumper or as a test point. Usually however, you would want to use a standard through-hole pad for this or, if you have the space, a dedicated test point component.

Thermal reliefs are required on SMD component pads to improve manufacturability by preventing a mismatch in thermal mass between component pads. This can especially be an issue on two-pad components such as SMD resistors and capacitors. If one pad has more thermal mass than the other, it will take longer to heat up and for the solder paste to flow. The paste on the other pad will almost certainly melt first, and the surface tension of the solder will cause the opposite end of the component to flip up. This leads to an effect referred to as "tombstoning", in which the component literally stands up on end. In designs that require hand-soldering, thermal reliefs are used to ease the soldering process as it reduces the dwell time necessary for the iron to heat up the joint and melt the solder, speeding up the entire process and ensuring the joint is solid and consistent throughout the barrel.

In your case it is probably safe to just make all of your vias a direct connect to the polygon pours (and internal planes, if you've got them).