You can manually unsubscribe a contact in the inbox. If a contact has requested to stop receiving messages they can be unsubscribed directly from the Inbox or if in Contacts if they have been previously added as a contact.
- Select the message requesting removal
- Click Unsubscribe at the top of the conversation view
- Navigate to Contacts > All Contacts
- Search for the contact
- Click on the phone number
- Under Additional Information select Unsubscribed radio button
- Click Save