This allows the message displayed to a newly unsubscribing user that is displayed (after clicking the confirmation link in their email) to be customised.

function unsubscribe_change($message) {
    // default message is 'You have successfully unsubscribed!'
    $message .='I'm sorry to see you leave and I hope you found the emails useful.'
    return $message;
}
add_filter('s2_unsubscribe_confirmed', 'unsubscribe_change');