I don't agree. People should be given the choice and so far I've been given the option on pension pay slip, bank statements and other organisations. This is why I find it strange that just this agency changed over without asking.
Many employers have switched to electronic payslips. They don't have to ask permission from everyone, surely it is possible to print them if required. As long as the same information as in the paper ones is provided, they don't need to ask.