1. Spam from people who are just brute-forcing the space of possible email addresses. In this case, yes, clicking unsubscribe gives them information. But I will say, this spam is generally pretty well taken care of by existing spam filters, so personally I'm not concerned about this.

2. Spam from people who got your email address via some interaction. Maybe you bought something from them, for example. This sort of spam, they already have your email address and know it works. The upside here is that if you've made a purchase from them, it's much harder for them to avoid regulation due to the money trail, so if you unsubscribe, they have to actually unsubscribe you. There are loopholes in regulation, however.