If your list server automatically removes bounced subscribers, this can help you make sure that they realize they unsubscribed. Sometimes people go on vacation, get sick or something else and their mailbox fills. A person's server may be down and mail may be bouncing. If not, as the list owner, you'll normally get a copy of it back. So you can queue and resend it for a few days later.
Many people unsubscribe from lists when they're going through busy periods, going on vacation, etc.
Providing them with a message that they can save until they're ready to resubscribe can help make sure they get back on your list. Finally, you get feedback from people who respond about ways you can improve your list or change your marketing strategy. One client I worked with was getting an awful lot of people writing that the list wasn't at all what they expected it to be. After considering things, we realized that their list's description in promotion didn't really give an accurate picture of what the list was about. We changed this description and the results were amazing.