You can opt out of The Work Number. It's a bit of a convoluted process, but not byzantine - I did it a few months ago, involves filling out a form by hand and scanning it or mailing it, but I did get written confirmation that I'd been opted out.
Note that this may make major purchases more complex in the future.
You may not remember to opt back in to the "service" a certain number of months before you buy a car, for example. Then you're stuck either paying a higher interest rate because the lender sees you as riskier without a trusted method of verifying income, or you have to do a bunch of paperwork with the seller or finance company may or may not be willing to deal with.
