> a clear attempt to allow unsubscribe without using the word

I would have assumed it was primarily an attempt at getting you to verify the address is a real, monitored inbox. I guess it's probably a 2 birds with one stone kind of thing, lie about a way to unsubscribe to get off the spam filter and mark the email as a prime target for other domains.

I think there might be a small domain reputation boost to having you reply. Email providers score your domain on reply rates sometimes, as well as open rates & whether you're marked as spam.