It appears from the following thread that in at least previous versions of NATS program owners had to make sure to check a box in order to exclude mailings from going to affilaites that have requested to not be sent any emails - in other words the default setting was to ignore affiliate opt out requests!
I don't know if this is still the case in newer versions but the opt out of all mailings does not appear to be possible in newer versions anyway nor does there appear to be a specific category for FHG type emails on the Account Settings page one can opt out of.
https://gfy.com/fucking-around-and-business-discussion/944936-remove-nats-programs-fhg-emails-list.html