Have you verified that the lead is set unsubscribed correctly? I have seen some customers mistakenly set up campaigns that remove the unsubscribe status for various reasons, so it's possible that they are being automatically resubscribed. Check the activity log for this lead.
Failing that, you might want to check the box for "blacklisted" on the lead info page of the lead record. This is a status that prevents someone from receiving even operational mail from your system.