That's interesting - to my knowledge, TPF doesn't send out newsletter emails - we have no active "newsletter."
A screenshot of one of them might be helpful. I did look at your profile settings, and noted that you have un-checked the box that would allow any site emails so, in that regard, you're covered. You have selected to "watch" threads that you create or even reply to - so maybe that allows notices via email when there is any action on those threads. ? That's about the only thing I can see regarding your contact/privacy settings that you might want to change.
Post a screenshot of one, if you don't mind - it could be some canned thing from xen Foro software but, again, you've selected not to receive this kind of thing. I haven't, and I've not seen anything like what you're describing. Let's take a look!