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 There is no way to prevent it other than by running your own Electrum backend. There are some lightweight ones like the EPS (which still requires Core): https://github.com/chris-belcher/electrum-personal-server

The problem reduces to this: you're asking a potentially adversarial server to tell you your address balances. At which point the server knows what addresses you're interested in and therefore likely belong to "you" (they may not know who you are though). 

Do this with a wallet that contains clean coinjoin outputs and you've just undone all your coinjoins. 

AFAIK Sparrow isn't a good tool here because it uses public Electrum servers by default, thereby negating any benefits that its coinjoin feature provides.