All buyers who check out using PayPal Standard are opted-in automatically, since PayPal Standard provides no way to opt in nor out during checkout.
Buyers who check out using other methods (PayPal Pro, Google Checkout, Authorize.Net) would need to deliberately opt-in by checking the appropriate box during checkout to be added to your Buyer Group lists. We cannot make that a default opt-in where buyers would need to deliberately opt-out, either because we do not control the checkout site (Google Checkout, PayPal Pro Express Checkouts), or because the card-based direct payment checkout pages we do control (Authorize.Net or PayPal Pro Direct Payments) must be opted-out by default to comply with those payment services' requirements.
Although we haven't added a link for it to Seller Admin yet, you can review your Buyer Group lists' subscription status for each buyer by going here after you've logged into Admin:
When you send an Update to a Buyer Group list, any buyers subscribed to that list who claim they never got the email can probably find the email in their spam folder; however, some email providers just delete suspected spam without any recourse for the intended recipient. You can help minimize the likelihood of your Update messages being erroneously flagged as spam by keeping the message as short and to-the-point as possible, as the more URLs and text you add will only tend to increase the message's "spam score" and its likelihood of being filtered or deleted as spam.