That’s the beauty of their business model — you can only opt out by opting out of most of banking altogether.
With GDPR now in place here in the UK you can write to an organisation and ask them to delete all your data.
It would appear Equifax is above this new law...
> Please note that given the importance of complete and accurate credit records, for purposes including for responsible lending, it will usually be appropriate to continue processing credit report data -in particular, to protect the rights of another natural or legal person, or because it’s an important public interest of the union or member state.