Section 4.2.7 (dark patterns) is what is interesting for this topic.
In the paragraph at the end of the section it includes the sentence:
unsubscribing from a service should be as easy as subscribing to the service
So it appears that the EU intended it that way but because it's only a directive, implementation differs by country. I also didn't see anything about being able to cancel in the same way you subscribed(e.g. that they can't force you to call or send a letter if you subscribed online), but afaik german law has a ruling like this.
Edit: I took so long to write this and find the links that I forgot the german law was the reason for the comment I answered...