In the US, the CAN-SPAM Act requires opt-outs to take effect within 10 days, so you see a lot of "you will be removed within 10 days" messages written by lawyers even when the opt-out is instant.
And to be fair, if you're horribly unlucky and an email was already queued to send to you when you hit the "unsubscribe" link, you are going to receive that message, even though you'd unsubscribed -- given some of the retry mechanisms in certain mail servers, I can certainly see the logic in being conservative and giving a ten-day window.
