I believe it's because even though most newsletters are acting 100% legit (it would be pretty hard to keep going if not), there's always a few that would act like jerks and not actually unsubscribe you, or make you jump through extra hoops. Even if that's only 5% of the newsletters, those are the times that you as the reader would remember happening. A smooth unsubscribe experience is not memorable.

It's worse because the next time you receive a post from a newsletter you unsubscribed from, which may be weeks after you unsubscribed, you may actually start doubting if you did unsubscribe from them. There's no way to know, and this seeds some doubt in your mind.

So the next time you want to unsubscribe from a newsletter, legit or not, you're just going to press the spam button because there's no downside to you as the reader, but there is the upside that your mail client will from now on keep out the newsletter posts no matter if the newsletter would actually have unsubscribed you or not. Basically the "mark as spam" button is a 100%-unsubscribe button, while the unsubscribe button is a 95%-unsubscribe button.

I don't believe the situation of malicious actors in newsletters is actually as bad as some HN comments make it appear. Most legit use double opt-in and have good unsubscribe policies. As usual it's the few bad ones that ruin it for everyone.