If you want to disable Add to OneDrive, you can do that as an Administrator. To opt-Out you have to set Set-SPOTenant command via Admin PowerShell.
The command is Set-SPOTenant -DisableAddShortcutsToOneDrive $true
When the feature is disabled, the command to add folders will be removed; any folders that have already been added will remain on the user’s computer.
But sometimes it is only, that the users do not understand the behavior. So I recommand to read my
but to fully understand, read the following Blog Post
Microsoft The Intrazone Podcast 154: Add to OneDrive