As a workaround, you can edit the xslt functions and put the https : //<hostname> links there:
\Composite\Community\Newsletter\SubjectBased\ConfirmLink.xsl
\Composite\Community\Newsletter\UnsubscribeLink.xsl
F.e.:
\Composite\Community\Newsletter\SubjectBased\ConfirmLink.xsl
\Composite\Community\Newsletter\UnsubscribeLink.xsl
F.e.:
<f:function xmlns:f="http://www.composite.net/ns/function/1.0" name="Composite.Community.Newsletter.SubjectBased.ShortLink">
<!--f:param name="href" value="~/page({$pageId})?SubscribeEmail={m:UrlEncode($subscribeEmail)}&MailingLists[]={$mailingLists}&SubscribeName={m:UrlEncode($subscribeName)}&ConfirmEmail={m:UrlEncode(m:Encrypt($subscribeEmail))}" /-->
<f:param name="href" value="https://[Your website hostname]/page({$pageId})?SubscribeEmail={m:UrlEncode($subscribeEmail)}&MailingLists[]={$mailingLists}&SubscribeName={m:UrlEncode($subscribeName)}&ConfirmEmail={m:UrlEncode(m:Encrypt($subscribeEmail))}" />
</f:function><body>
<!--a href="~/Renderers/Page.aspx?pageId={$unsubscribePage}&MailingListId={$mailingListId}&UnsubscribeEmail={csharp:UrlEncodeUnicode($unsubscribeEmail)}"-->
<a href="https://[Your website hostname]/Renderers/Page.aspx?pageId={$unsubscribePage}&MailingListId={$mailingListId}&UnsubscribeEmail={csharp:UrlEncodeUnicode($unsubscribeEmail)}">
<xsl:value-of select="$text" />
</a>
</body>