It may depend on the content of your email, but if you're referring to CAN-SPAM, "relationship" emails are not covered by it. As always though, if you are concerned with the legality of something, you'd need to talk to a lawyer with relevant experience. I can't say that I've read through the specifics to tell you the specific requirements, though Wikipedia just refers to an operable unsubscribe link relating to what you're referring to. (There are other content-elements which you may not be meeting, such as physical addresses.)
Regardless of whether the CAN SPAM act applies to this why wouldn't we want an unsubscribe from the customer experience perspective on emails sent from the Admin CP Email to Users function? I just sent out a small test email and realized there is no unsubscribe or way to add it to the email footer. I thought that was bizarre actually for 2016. Emails these days are all supporting unsub.