I asked support and they said this is currently not possible but they'll add it to the list.
EDIT: I've found a workaround for this issue. It involves adding a tag to every user who subscribes to the list and removing them when they unsubscribe.
When a user subscribes to my sequence, I have an automation that adds the tag "Subscribed: general newsletter"
The template I use for my sequence has an unsubscribe link that has an automation set up for it. When clicked, it removes the "Subscribed: general newsletter" tag and adds a "Unsubscribed: general newsletter" in addition to unsubscribing them to the sequence.
Unfortunately I had 20k people on my list and there's no way to find all subscribers to a sequence and bulk-add a tag to them. So I wrote this little script to do it for me. It takes forever, but it works: https://gist.github.com/kentcdodds/504d57d0ef110f651499a6b24dabd71856
I think this should work long-term. Definitely a workaround 🤷♂️ Hope it helps someone else.
EDIT 2: 🤦♂️ Just realized that you actually can do bulk actions on sequence subscribers. Go to https://app.convertkit.com/sequences/<sequence_id>/subscribers55 and select them all to add the tag. Oh well.