I found that asking Senders of unwarranted, but not what’s normally characterized as Spam, e-mails to remove me from their list was often not respected. Therefore, for a long time I’ve just applied Trained as Spam to them, too. (It’s easy enough periodically to do a Select All, then do a Delete to my Spam Folder, and then the same two steps to my Trash folder. After all, these days there are plenty of “true” Spams,)
I haven’t observed an adverse result to my practice. Is there one?
I recommend only training messages as spam that are actually spam. Training messages from a legitimate sender could reduce the filtering accuracy, i.e. cause good messages to be classified as spam or prevent other spam messages from being caught automatically. Unwanted non-spam messages are generally predictable in nature, so you could probably easily create a regular Mail rule to delete them.