If you install a challenge-response spam block and do not exempt the ALUG lists, I will unsubscribe you. You need to exempt the list and the address that sends subscription pings.
So, if you send an email telling the list admins they must reply for you to get a service that you chose to subscribe to, I will verify your address and then reply by removing you. The list admins have enough to do already, without that.
Challenge-response spam blocks are broken and a pain in the back side. Look up "C-R considered harmful" for some of the reasons.