That's odd that Sales Insight would permit a lead to receive an email even if unsubscribed. I'd check with Support on that.
My latest thinking is to always have the unsubscribe footer on there. Why? Because of CASL. Upon a detailed reading of the rules, it seems that a salesperson would have to be introduced to a lead before sending them an email. So if a lead unsubscribed or was in there from a tradeshow with no clear opt in, a salesperson could call/email them anyway because their contact info is in SFDC. But that target lead wasn't interested and not opted in, therefore she complains to the Canadian Govt and you get a big fine.
So I would keep the footer on at all times.
Whether or not the unsubscribed status of the lead is used depends on the settings you have in place. You can override the unsubscribed settings under Admin > Sales Insight > Edit Settings.
Here's the Product Doc that describes how it works:
Sales people are supposed to be responding to inquiries by customers, not performing marketing efforts. So, if that's the case, the fact that a lead is unsubscribed from marketing emails would not apply and you could email them even if they are unsubscribed in Marketo. Given this scenario, Marketo allows you the option to either apply the unsubscribe settings, or to bypass them when the emails are sent by Sales Insight.
This option needs to be used very carefully because it does bypass the unsubscribe settings. In the product doc linked above, and in the settings themselves, it describes whether the unsubscribe footer should be shown or not. This is determining whether the unsubscribe link is even included in the email, and whether the unsubscribed settings are applied.