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I very much doubt that, legally speaking, #OptOut would be permissible in the #EuropeanUnion.
There have been several decisions by #CJEU. #DoubleOptIn is the standard for e-mail newsletters. Given the fact that #Threats is nothing but a giant, data-grabbing #SpamEngine, I would highly doubt that #CJEU would see it much differently.
Also, even though the #Fediverse is free of charge, people register on a server due to the instance rules...