Comment by verbatim

I've always assumed that the answer is that due to the way email works, mail can, in certain (rare) situations, end up stuck in a queue somewhere between mail servers and not delivered until a couple days later.

Saying that unsubscribing takes a few days means that in the off-chance that this happens, the sender has some coverage against annoyed users who have one of these mails delivered after unsubscribing.

But this is just my guess.