I'm not clicking an unsubscribe button on something I didn't subscribe to. I have no way of knowing if it will unsubscribe me or if it will tell the sender "Hey guys! This is a real email address! Send him more spam!"
Depending on your email provider if you mark it as spam that could also be known by the sender if your provider supports the complaint feedback loop.
Here are the docs to see what info is available when sending through mailgun.
https://documentation.mailgun.com/en/latest/api-events.html#...