The User Profile Service Application provides default permissions so that all NTLM authenticated users can create a personal site and use other features.
The script below removes the access to create personal site for All Authenticated Users. Credit to Aaron Saikovski for providing.
$upaproxy = Get-SPServiceApplicationProxy | Where-Object {$_.DisplayName -eq "User Profile Service Application Proxy"}
$upasecurity = Get-SPProfileServiceApplicationSecurity -ProfileServiceApplicationProxy $upaproxy
$authuser = New-SPClaimsPrincipal -Identity 'c:0(.s|true' -IdentityType EncodedClaim
Revoke-SPObjectSecurity -Identity $upasecurity -Principal $authuser -Rights "Create Personal Site"
Set-SPProfileServiceApplicationSecurity -Identity $upasecurity -ProfileServiceApplicationProxy $upaproxy