Does an Unchained Rogue have to use the Rogue Talent Cloying Shades if they have it? It doesn't use any language such as "may" or "can", but it would make sense to me if a talent like this could be selectively deactivated.
Other talents such as Coax Information or Distracting Attack say: "A rogue with this talent can..."
While Cloying Shades says: "When a rogue with this talent uses..."
That means that RAW, the rogue does not have agency and will always trigger the effects of Cloying Shades whenever they use Dimension door or other abilities that proc Cloying Shades.
That said, as a DM, I would house-rule it. Choosing to have it activate or not is more interesting and does not seem particularly overpowered.
(But if they chose to activate it, I would have CS entangle creatures at the start and end of the TP. Being able to choose to only entangle the people you are going to or only the people you are going from would be overpowered.)