Are there any risks with an "unsubscribe" link in e-mails that never expires?
The e-mails are sent to customers. The token used to unsubscribe the customer will include a customer ID encoded using JSON Web Tokens (JWT) tokens.
I can not see any real disadvantage for your users. The worst that could happen to them would be to have to resubscribe.
Note that with the current efforts put in anti-SPAM regulations and controls, every one with a mailing list should be extremely careful to properly maintain it. You certainly much prefer to have someone opt-out than having them report your message as SPAM.