1. A system in which I personally have to contact every scammer that had the same idea is not a system I wish to accept and play along with.
2. By going to their site and authenticating, I have proven to them that I am a) an active user and b) there is a chance they may hold some power over me by collecting my data. While they may make a "promise" not to store my data, they can toss the list of opt-out users over the wall to another "entirely different" company which also collects my data and now sees fit to prioritize me. I don't know about this other company, so I can't opt out. See 1.
3. As nochuck13 said: Their Facebook opt-out auth demands access to your friends list.