I think you might be misinterpreting the instructions. I don't think that their expectation is for the linked page to be used to request account deletion, but that it prominently feature the steps required to request account deletion.
For example, let's say you place a "delete my account" option in a menu within your game. My read is that you are required to have an 'explainer' web page that a user could follow to find and use that feature.
As to verifying user user credentials before deleting data, the PlayFab GDPR documentation says this:
It is your responsibility as the game developer to verify that the credentials match the player requesting an export or deletion of their player data. PlayFab does not provide any type of verification when using these APIs.
However PlayFab does offer an email verification feature. But our solution isn't the only option for verification. You can create your own process too.