In fact, these additional addresses are stored in ~/Libary/Mail/V2/MailData/Accounts.plist as email aliases. But all is not as rosy as it may first appear.
I quit Mail and edited the plist to eliminate those aliases. Started Mail again, started a new message and the pop up list of From addresses was briefly devoid of those aliases I had deleted from the plist, but almost immediately, the list was redrawn and they were added back in. So obviously, when it first runs, Mail checks back to iCloud and recreates any aliases it considers missing:-(
When I look at the iCloud accounts in Preferences, these unwanted aliases are listed as addresses and cannot be edited.
So I'm still no wiser as to how I can prevent them from being listed in Mail on the Mac.
What is particularly annoying is that my iCloud accounts are set to NOT handle email. Everything else, but NOT email. I have plain IMAP accounts to do that and only these are shown in Mail. The iCLoud accounts do not appear, but I still get these aliases being listed, yet the information is being harvested from NON email accounts. Apart from the belief that Apple shouldn't be foisting this sort of crap on their users, it's not even been correctly implemented.
So still hopeful someone has discovered a way to prevent this.