Same with me:
In the email I found the following header:
List-Unsubscribe: <https://{MyDomain}/?na=u&nk=1-a6dc08e03b&nek=3->
After changing the value of the variable
na=u
to
na=uc
the answer of the newsletter plugin was correct.
WordPress 4.9.8, Newsletter Plugin Version 5.6.5
