I totally agree. This was one of the first things I noticed that I missed in the email-notifications. It is a real pain to go to http://xenforo.com/community/watch/threads/all and then to manually have to check which threads have email-notifications to be able to disable those notifications.
I fully support this request. In fact, I am gonna to open a new one.... wanted to do it earlier, but your suggestions reminded me.
Another vote for this. It seems only fair to be able to subscribe from mailings with a click, as it can be quite hard to log in, find the right settings and unsubscribe for some users - so instead they mark e-mails as "junk", which will eventually inform anti-spam engines that mailings from site x are spam and block them for others.