There is no feature that allows the thief to disable the AirTag at all. In the notification for "an AirTag is following you" the link for disabling the AirTag is simply instructions for removing the battery. It's up to the thief to find the AirTag using the audio ping (which, as mentioned elsewhere, you can deactivate by disconnecting the speaker) and their human eyeballs.
Go back to the page you linked -- https://support.apple.com/en-us/119874 -- the bottom of this page has a screenshot of those instructions.