I'm not sure how to do this on Windows, but to disable FileVault cloud key backup on Mac, go to `Settings > Users & Groups > click on the (i) tooltip next to your account` and uncheck "Allow user to reset password using Apple Account".

This is a part of Settings that you will never see at a passing glance, so it's easy to forget that you may have it on.

I'd also like to gently push back against the cynicism expressed about having a feature like this. There are more people who benefit from a feature like this than not. They're more likely thinking "I forgot my password and I want to get the pictures of my family back" than fully internalizing the principles and practices of self custody - one of which is that if you lose your keys, you lose everything.