Are “Thank You for Unsubscribing to our Newsletter” emails necessary?

I am about to disable the “Send a Thank You for Unsubscribing to our Newsletter” message for some of our clients as I think it’s superfluous and unnecessary.

My suggestion was to have an Unsubscribe link that links to a “Thank You for Unsubscribing” message on their website and to leave it at that.

What is the best practice here?