Cannot find option of "do not pin the running program to dock"

As referred to in the subject, there used to be an option of not adding a running app/ program to the dock. I've been searching for that option again and again for the past year and it's missing.

It bothers the hell out of me because I'm using my dock on the left side of the screen with my "essential" programs only and when I start opening programs, the additional icons pop-pop-pop apear completely unnecesarily.

Any hints/ tips how to block them from pinning themselves to the dock?