I just filed my Federal Tax Return and have an Advance Refund setup, but it wants to send me a preloaded debit card and I'd rather have it sent directly to my bank.

When you receive a Refund Advance the only option is to have the funds loaded onto the Turbo Visa Debit Card. 

Please click About Refund Advance to learn more. 

Is there a way to decline it? I’d rather just have the money in my bank account..

If you do not want the refund advance when it is offered, you can decline it then. That would allow you to have the refund deposited as normal.