I found a WordPress Action that can be used to remove the Link Header:
Remove the Link header for the WP REST API from your Headers by adding this code in your Theme functions.php file.
// Remove the Link header for the WP REST API // [link] => <http://www.example.com/wp-json/>; rel="https://api.w.org/" remove_action( 'template_redirect', 'rest_output_link_header', 11, 0 );