You have sent an email and do not see the List-Unsubscribe headers.
Marketo automatically adds the appropriate List-Unsubscribe headers to emails, EXCEPT in three scenarios:
1) The email is marked as operational
2) You are sending a test email via the "Send Sample" action
3) The email is an alert email
In these cases, the List-Unsubscribe header will not be added to the email.