Such companies are usually extremely shady and unethical, I would not consider it evil at all to delete all of their recorded debts via tor or something.
Also, it is worth considering that debt collection agencies are very good at finding people, and very bad at upholding ethical standards. Going to prison is not the worst case scenario.
If you think you can't get caught because you use Tor, I know of a few people who can testify otherwise. See, e.g., Ross Ulbricht and Christopher Grief, to name a few.