I use tailored email addresses for everything, the energyclub one has only ever received relevant messages from them (progress of switch, notification of cashback, reminders about end of tariff, triggered savings limits) never spam.
If you use them to switch to a new supplier, they need accurate details to pass on, if you're just using them for comparison, give them the address and postcode of the local chippy :-)
Hadn't noticed there wasn't an opt-out, but as you say just push it to a silly high saving.