You can lock out your report for free...there's a number on every credit card offer or other solicitation sent. The opt out. I do think you should have to opt in rather than opt out though. Actually though, all they get...and they buy lists of these is the credit header...except for the ones you have a "business relationship" with...which is what it sounds like the one you're talking about has.
Still, to me it's an invasion of privacy.