One of the reasons IT doesn't want you clicking on Unsubscribe links is they have been turned into malicious Session Token stealing attacks. Hackers subscribe an victim to dozens of newsletters, many of which do not follow netiquette of sending a confirmation email for you to confirm your desire to receive the newsletter, or worse, the confirmation email contains a second Session Token stealing attach which you are even more likely to click on because you DID NOT subscribe to begin with and your hackles are up... so you click and BOOM, Business Email Compromise! It's happened on a couple of incidents I've been a part of earlier this year and led to 1000's of dollars in Wire Transfer losses! Banks have to add MFA to all Wire Transfers (but don't - Credit Union's are you listening here!!!). So, there's good reasons not to trust unsubscribe links. If you didn't subscribe, and there's no clear confirmation email from the domain in question, report the newsletter as SPAM and block.

Notice: I'm a virtual CISO at CyberHoot (and co-founder here) providing security program development and Incident Response services.