More than once, I've been asked to work on websites that had nothing for unsubscribe options except, "Call us." The excuses vary from, "That's a low priority feature" to "F** them!"
I figure that if it was a legal requirement, most would comply but quite a few would still think it was an imposition. So if there was a law mandating an online unsubscribe option, it would need teeth. $10,000 fine per user per day that you don't have it might work.