At the time, I didn't see the harm in allowing it, since I didn't see a situation where this could be used against me.
After reading this article, I froze my data. I believe landlords should price rentals based on the value of their property, not the value of its tenants.
I've personally opted out entirely, instead of just going for the freeze. (In their terminology, a "freeze" lets them keep all your data and continue harvesting new data, whereas an "opt out" instructs them to delete all your data entirely.)
Another important detail: At my company (and presumably many others), it's not just your base salary that's sent over to The Work Number. It's also full details about your equity comp.
I've grudgingly disclosed my base salary as needed (leasing applications, etc), and it's easy enough to do without involving The Work Number because most employers are fine with generating an employment-verification letter. But I don't see any reason why the average landlord would need to know about my equity package, so I found that bit especially unsettling.