Hear, hear. If you're worried about legit customers getting unsubscribed against their will (because that is TOTALLY a significant occurrence...), you can have a dual approach. Unsubscribing without authentication sends one final message which has an undo link; unsubscribing while authenticated shows a confirmation on the site instead of the inbox.

I know, the "Here's an email to confirm that you hate our emails" message isn't anyone's favorite... but if it helps companies improve their unsubscription mechanisms, I can let it slide.