Gmail – How to stop Gmail’s “Add your mobile phone to your account”

I'd add the phone first, before an alternate email. Phones are harder to hack than email accounts, after all. If you lose your phone (by theft or otherwise) just log in ASAP and delete the number. (I just tested; you can delete it just by saving with an empty text input.) You can also temporarily set the number to a trusted alternative.

On the old version of contacts, in the list of contacts you can see what groups they're each in on the right hand side:

Contacts that are in no groups show an empty space.

_{Disclaimer: this is how it appears in my normal Gmail account.}