Bleeping computer tried to check if it's true or not- scammers are using your action of unsubscribing from a newsletter as confirmation to the fact that the email address is an active one.
As soon as the user clicks on UNSUBSCRIBE button, the scammers mark it and sign it up for future spam and fraudulent mails.
Fellows at bleeping computer tried to see the whole thing in action by using couple of throwaway email IDs, they discovered that it would link other email addresses and that the test accounts would be flooded with spam mails once the button is clicked.
We are always taught to never open or click on a link related to a spam/unknown mail- that is like email 101.
But in this case, users can simply mark the subscription provider as spam rather than unsubscribing.