So I went to the dealer and said that I want it removed and they said it cannot be, it's in all their cars, but on the stage of purchase I can either activate it and get charged for it, or I can refuse to. I explained that I wasn't presented the option of not activating it (which is totally true), and I don't really need it, and if I knew then I wouldn't activate it as I opted out from all their additional charges.
So after all their explanations about how dangerous it is outside for a car like that without an alarm, they said they would de-activate it though usually they don't do that. After some time they said that to appease my state of mind they would even completely remove it. And indeed, they did remove it, it took them like 10 mins (lol, nice alarm system). I checked the area near the fuse box, the additional T-shaped wiring is gone though the red T-shaped connectors are there, the grey box zip-tied to the car body is gone, the stupid green light is gone.
I was promised to be sent the $695 refund in couple days.
And I got two empty screw holes in my new car as a keepsake.
Thank you guys for all your support. I'll make sure to talk them to make a record for these operations too.
RE: how good the job is. From what I've seen yesterday, they just cut in the wires near the fuse box, and that's the only place. And they use something like this:
10pcs! Quick T Type Splice Crimp Terminal Wire Cable Terminal Electrical Wire Connector Set for Car Audio Tool Junction Box|Terminals| - AliExpress
So what they've done to remove it is just cut off the "|" part of the T, and the horizontal line is the car's wire is left as-is, with the connector dangling from it. I hope that's more or less okay integrity-wise.