Unfortunately I have found that a lot of transactional mails include unsub links even on things that maybe I should not unsubscribe from, like receipts and billing statements and customer service interactions that I initiated and thought had gone unanswered.
Filters only affects new incoming emails. If that's your intention, then that works perfectly. Of course this also means you never want to see a newsletter in your Inbox.
In cases where you want to mass delete older emails that you previously subscribed to, you might find InboxPurge useful.