Even if a newsletter is set as hidden and users are not supposed to be able to unsubscribe from it, a List-Unsubscribe header is sent out in the individual e-mails.

In simplenews.source.inc::getHeaders(), add this conditional statement:

if ($this->category->opt_inout != 'hidden') {
  $headers['List-Unsubscribe'] = '<' . token_replace('[simplenews-subscriber:unsubscribe-url]', $this->getTokenContext(), array('sanitize' => FALSE)) . '>';
}