Welcome to the community @Zhiruo
In some countries, such as the UK, regulations regarding consent to receive marketing is very specific: a person must take action to explicitly opt-in.
That action can include submitting your email address via a form with the brand stating that you are acknowledging you’re giving your consent, or an opt-in checkbox (unchecked by default). Other country regulations allow an opt-out approach i.e you provide your email and the brand regards you as opt-in until you opt-out via an unsubscribe link in an email.
In your case, If you have not provided the brand with your email via some subscribe mechanism, you shouldn’t be in their list!
However, Klaviyo enforces an unsubscribe link in every email sent so if you click that, you won’t receive future emails from that brand sent via Klaviyo.
Hope that helps
Andy