Some developers like clangd's feature while others do not. For one reason or another clangd's developers have chosen the default setting for this feature, and you might find it quite a steep hill to convince ST's engineers to deviate from the default, as the extension is intended to act as a "drop-in replacement" for the official clangd one from LLVM.
You can always switch it off in the way you already showed, or you can add a ".clangd" file to the repository and put "HeaderInsertion: never" in there. It accomplishes the same thing.