I'm now in this boat too. I couldn't update OTA so I used the CLI flasher (since NSU is Windows only and seems to not really work very well anyways).

As far as I can tell, I never sent any SMS to Nokia (didn't receive any either) but My Nokia in Settings only had the unsubscribe option. Just now I stupidly hit unsubscribe and got the 'failed to unsubscribe' SMS back. I'm guessing this is just more QA failure on Nokia's part and I wasn't subscribed to begin with, good thing they've definitely got my info now...