As of writing (2023-02-24), Special:ClaimMentee does not have a special treatment for mentees who opted out from mentorship. This means mentors can accidentally (or intentionally) claim users who do not want to be mentored, resulting in notifications (and annoyed newcomers).
As pointed out in T327206#8639018, we probably should treat mentees who opted out differently, perhaps with a dedicated message for those claims (something along the lines of "User $1 cannot be claimed, because they opted-out from mentorship".