Mail starts on every boot in macOS Catalina
Which 'Open at Login' option are you referring to specifically?

Things to check:


System Preferences > Users &amp; Groups > [your user account] > Login Items tab


If mail has been added their remove it.


When you log out, restart or shutdown, you should get a "Reopen windows when logging back in" option.  Make sure that is either unchecked, or manually quit Mail before your log out, restart or shutdown.