Although you have to depend on people keeping the welcome messages they
get when they subscribe (assuming you did not suppress them), I always
put the following at the top of the $SIGNUP template for my lists:

IMPORTANT: You subscribed as &MBX(&WHOM). If your email address changes you
will not be able to change your settings or sign off. This can happen if
your mail provider changes their system or if you change email programs. If
this happens, write to &LISTNAME-request@&MYHOST to communicate with the
list owner(s).

As Roger noted you can't put this information into a list posting by
way of the BOTTOM_BANNER.  This would defeat LISTSERV's ability to
batch many addressees together in large BSMTP envelopes and would
absolutely murder your throughput on large lists.

Nathan