You comment reminds me that we left out a biggie: We include a "stop sending me these messages" link in almost every email we send. The link actually works too.
I think ceejayoz was saying some users are lazy or don't remember signing up for your service, so they'll click the "Report as Spam" button as a quick way to "unsubscribe".
For some mailing lists you find yourself onto that's actually the case, removing yourself is next to impossible...
Or some users assume that by clicking the "unsubscribe" link you are actually confirming the email is read and might get even more spam.
That's probably because that's how it used to work. Remember before can spam laws?