External users receive EMail even if "send email notification to receipients" is unselected. Internal users
I'm afraid this is expected, as the external user needs to click on the link in received email to view shared reports/dashbaords. See: https://docs.microsoft.com/en-us/power-bi/service-share-dashboards#share-a-dashboard-or-report-outsi...
Best Regards,Qiuyun Yu