In the application form, an applicant can uncheck "I would like to receive feedback on my application". By default, the option is checked, as we recommend them getting the feedback.
The note that you can see on the applicant's profile about them not wanting to receive feedback is just to let you know if they would not like to get feedback at the end of the recruitment process. You can still decide if you want to generate the strengths and weaknesses paragraph(s) in the letter or not (in case you want to reject him/her). However, sending something is still strongly recommended to give good candidate experience and to finish the process with the rejected candidates.