I may as well answer my own question, in case anyone else comes to this thread with the same question.

This page has a big orange button - click that and you'll be emailed a link to yet another page, a customised URL at subscriptions.e2ma.net where you can set your preferences.

I did try the Big Orange Button back in April, following a link from another forum, but I never received an email. I guess they fixed it now.