How do I tell Modelsim to not create a wlf file when I carry out simulation?
This usually happens when ModelSim has crashed or otherwise not been exited correctly.

Exiting correctly means using the Windows menu Close option or the window's corner 'X' icon. Incorrectly is by a program crash, a Windows crash, using a 'process kill' etc.

Here, your ModelSim launches and finds an existing vsim.wlf, causing  it to create a pseudo-randomly-named alternative .wlf file to use instead. Had the earlier ModelSim session been exited correctly, it would have happily re-used the existing vsim.wlf file. There's clearly some tidying-away actions it carries it during program exit that makes a vsim.wlf re-usable to itself.

In any event, you can resolve the situation by closing ModelSim correctly and manually deleting the vsim.wlf files plus any others it has created. The next time you launch ModelSim, it will create a new vsim.wlf that it can re-use each session.