what does this mean?

It means the site you have subscribed to either has deliberately or accidentally not configured their Unsubscribe method properly. You will remain subscribed to this site until they either fix their software or you ask them by mail to take you off.

Legitimate companies do this by accident or ignorance, dodgy companies do it deliberately, it builds up customer numbers and makes them look bigger and better than they are.

The message isn't really for you, it's for the book company who appear to be using a third party company (my guess here is Mailchimp because of the campaign reference) to handle bulk email for them. Until the book company set things up properly or, and this is much more likely, pay the bulk email company, then you'll continue to get this message and stay subscribed. Sorry.

@bizzley I have contacted the site by responding to the emails and also contacted their email directly, but the emails advertising different books still keep coming. Anything else i can do? When I click on one of the books they are pushing it generally goes to Amazon. However the emails are not from Amazon.

What email domain are you using? Usually inside the settings somewhere there should be a way to block their emails. Sometimes a filter can be set using the domain name of company name to block them. This works very well. I recently purchased something for my father using my email address. They kept sending me spam and I unsubscribed many times. They just kept coming. I finally set it as spam and then later created a filter using the woman's name so that it would automatically delete the email if that name was in the address.