Unfortunately I have found that a lot of transactional mails include unsub links even on things that maybe I should not unsubscribe from, like receipts and billing statements and customer service interactions that I initiated and thought had gone unanswered.

Filters only affects new incoming emails. If that's your intention, then that works perfectly. Of course this also means you never want to see a newsletter in your Inbox.

In cases where you want to mass delete older emails that you previously subscribed to, you might find InboxPurge useful.

You can apply filters to older emails.

Oh interesting, didn't know this

Did you know you can just click the unsubscribe button and then you won't need a filter?

I assumed that if you hit unsubscribe they would immediately sell your email. I've seen a lot of spam sent with an unsubscribe option.

Don't click on unsubscribe, click on report spam instead, without unsubscribing.