>I'm not sure why people would be wary of clicking the unsubscribe link on something they explicitly subscribed to in the first place. I mean, they trusted you enough to give you their email address to subscribe in the first place, right?

You're assuming that they willingly signed up for it and weren't added to the list because of someone selling their data to another marketer, a dark UX pattern tricking them into signing up for the newsletter when they made a purchase, etc.