Hi,
At this time the user is directed to the homepage and a Joomla system message is shown with the unsubscribe confirmation. If you don't see that you either have to scroll down your page or you don't have a position in your template to display system messages.
For a unsubscribe page as in v5 you have to wait for one of the next updates. I guess it will come with the update that offers front-end management, but I'm not sure about that.