I'm not sure what you're talking about but it clearly can be turned off. The toggle switch to Eye comfort Shield is set to off, so it's off. I've never experienced this auto switch on that you've seen so I don't think that's normal behaviour. And no, I absolutely hate the blue light filter and I'd know if it's on.
I don't have the problem you are referring to. My blue light filter stays off when the toggle is off and never comes on automatically. There is clearly an issue if this is happening with your device which I would suggest getting it replaced or returned if you are not happy with it although this sounds more like a software issue. Better to be safe than go past your return window. I've returned one S21 Ultra due to the display tinting at slight angles and my other one seem to be doing the same.