Command + T creates a shortcut in the sidebar if the Finder is the active application and files or folders are selected.
I was frustrated by this as well. Like you, I believed it was automatic and searched in vain for a box to untick. After some trial and error, I figured out that I was adding shortcuts to the sidebar accidentally.
To see how easy it is to accidentally add a shortcut, try this:
- Close all Finder windows.
- Single-click one file or folder on the Desktop, so that it's highlighted.
- Bring up another application, say, a browser.
- Now Command + TAB back to the Finder. (Notice how easy it is to mistake the browser for the active application, since there's no open Finder window to appear in front of it.)
- Hit Command + T.
- Open a new Finder window.
You should find that the Finder has silently added a shortcut to sidebar of your Finder windows. As a bonus, if you have, say, 10 files selected when you hit Command + T, you'll get 10 new shortcuts.
It's easy to see how someone could accidentally add a file to the sidebar, when all they wanted to do was, say, open a new tab in a browser (also Command + T).