Yes, it has to be very easy for the user to unsubscribe, but that does not neccessaily means it has to be deleted at that exact time. You;re fine when you have a procedure to delete it manually or automaticly at any given interval as long as you stop sending mails immediately.
Version 6.7 has new menu options, including one to edit the users Acymailing account. I haven't looked at it yet, but this could be limited to logged in users only. You need to identify your user to use it, otherwise anyone could delete or change someones account.