We get SO MANY requests for this feature: an expansion of the option to allow users to manage their own subscriptions that allows users to manage their own presence on the share list. We too have pre-built dashboard from which we would not want users to be able to remove themselves.
One of the tricky bits of this I'd imagine is dashboards being shared with groups, but then wanting to support individuals being removed. Like having share permissions Owner, Designer, Viewer, and an Excluded share option. The Owner could manage any individual exclusions from a group (share this dashboard with Executives but not the CFO), and with the option to allow users to manage their share presence, a Designer or Viewer could in essence add themselves as a shared individual user on the group-shared dashboard with an Excluded permission. Or if already present as a shared individual, changing their shared permission from Designer or Viewer, to Excluded. Maybe share recipients get their own "share" icon next to their email subscription settings icon at the top of the dashboard when management is permitted by the owner.
Once they've excluded themselves, if they wanted it back, the Owner would have to either remove their Excluded individual from the share list (reverting to the user being included via group membership) or change their share permission from Excluded to something else.