It does seem to be a reasonably new idea and a very welcome one. I might have opted in for emails and have control over my marketing preferences, but taking it to this next level in response to sensitivities is very good customer services.
There is nothing worse than receiving endless suggestions of lovely treats for your loved one on these various noteable dates, when your loved one is no longer with you. Its good to be able to opt out without opting out of all communication.