This is less true than it used to be. Email inbox providers return a hard bounce if the email does not exist. Most load images by default, which returns a positive signal.
Same thing with SMS: if the number can’t receive SMS, the system returns an error.
If you’re not sure, using the client-provided unsubscribe link (usually up near the “from” address or subject line) is better than the one in the footer. Inbox providers like Gmail, Microsoft, Yahoo etc log these clicks and use them to adjust their filters.