If you mean they are “following” you, then it is pretty easy to remove yourself from their list.  If you look at your main homepage on the web browser, the page you see when you first log in, look under your name on the left.  Click on “followers” under your name.  Once on that page, scroll down and look for their name in the list.  Once you find it, click on the little “gear” icon on the right of their name and click “remove follower”.  

If the question is how to “unfavourite” yourself without removing the follower completely, it's not possible I’m afraid. Tbh I find it to be a privacy concern... 😕 

The issue is that this person is member of our club, and he favourites everyone and within seconds gives kudos. Especially female members find this akwardThe issue is that this person is a member of our club and he favourites almost every post and gives kudos within seconds. This happens very consistently, and especially some female members find it uncomfortable or a bit intrusive. It gives the impression that he's constantly monitoring activity, which feels a bit off to some.

I was hoping there could be an option to unfavourite yourself to gove a sign

I was wondering if there could be an option to unfavourite yourself — kind of like a gentle way to signal that you'd prefer not to be favourited or get kudos right away. It’s not about blocking anyone, just having a bit more control over how you appear or interact in the community.

It could help members who feel uncomfortable with certain patterns of interaction, without making a big deal out of it.

You can't unfavourite yourself unfortunately but you can remove them from your followers, as ​@anchskier suggested. 

Also, the owner of your club should be able to remove that person from the club.

Or, if it's a creepy individual abusing Strava to target women, then in the app open their profile, tap the three dots, and choose Report. It's not a “big deal”, it's what creeps absolutely deserve.