Hi,
I couldn't find the option to turn it off. It might be worth banning dbfs. However, you can configure the default location using a cluster policy by adding the following configuration:
"spark_conf.spark.sql.warehouse.dir": {
"type": "fixed",
"value": "abfss://mycontainer@mystorage.dfs.core.windows.net/myfolder/default_warehouse"
}