It's also possible that you're talking about a 'link' (a href) in the email body that goes to the newsletter provider's site and ask them a bunch of questions (why are you unsubscribing etc.). That's a different concept entirely.
From what I've seen, the email-based way is the primary unsubscription method in use today. Even when you use the gmail feature "Mark this as spam", depending on what you click, it will just send an email on your behalf to the to whatever is specified in the List-Unsubscribe: mailto: header.
