they are just trying to see if they hit a live address. Only unsubscribe from places you've actually done business with. Let's say you ordered something from Amazon and then got the usual "suggestions" from them. Clicking on the unsubscribe will get you off the Amazon mail list -- just as you want. Most reputable companies today understand the spam frustration we all have and are much more sensitive to customer needs than in the past.
However, if you get an e-mail from some company you've never heard of before and are presented with an unsubscribe option, you'll get more mail from their "friends", even if the original company actually follows through and deletes you from their list. I also look at who it was sent to. My ISP sends stuff along that isn't my exact address (I don't know why), so if it isn't really addressed to me, I dump it. I also dump it if I see a list of recipients that I don't recognize -- if I don't know them from business or friend connections, why would I be on a mail list with them? Same for no one (not even me) listed in the recipients -- that's just a mail hack to hide the massive number of people it's going to. Most ISP and web-based mail programs offer spam reduction and that also keeps down a lot of junk. They look for things like From addresses that don't match the server addresses, e.g From: ibm.com but the server is in Bosnia instead of NY. Or hops that don't make sense - like server in NY (faked) but next hop is in Bosnia instead of North America. Off to the Spam folder with that one -- or even deleted automatically. If someone you know is really trying to get a hold of you, they'll try again, probably with a more specific title that you might recognize -- "This is Buffy from 3rd period algebra with Mrs. Wallace", instead of the "Hi! Long time, no see" that you blew away. I have even waited for a spam (like a new one from an "Unsubscribe" family spammer) to come in and then mark it as spam using the spam reduction program from the mail service. That puts the rest of their e-mails on the mail system's spam list and it stops more of it at the server instead of my inbox. Sometimes it takes a while, but the spam killers usually get it right fairly quickly and it stops for good.
If you'd like to help, you can try this: sometimes, when I have a few minutes and I happen to get a spam, I look up the site that was spoofed or hacked on the return links. You'll see something like www.abc.com/53lkj45232kj5256 instead of a normal page name. I'll go to the real site -- www.abc.com -- and find the e-mail link to their website team for comments. Then I turn on all the message header info (so the IT folks can figure out what's going on), forward the spam, and tell them that they may have been hacked by spammers in the title and the first sentence. I try to be brief, especially if their first language isn't English; most in the IT world know "hacked" and "spammers" and can figure it out. Those few minutes have shut down several spam operations (probably not huge) over the years (I know it's whack-a-mole, but every whack helps). It probably lets the IT folks get the added security their bosses vetoed, too, because they thought they'd never have a problem.
I have several addresses: one for only my finances, one for friends/family, one for business, and one for questionable companies/websites (it's web-based, so I can blast it away if things get too bad and it won't cause my ISP to do something to my other accounts). I have almost no spam growth, after the mail service filtering and my tossing of questionable mail for years.
Best of luck to you!