This is now implemented finally in the latest CBSubs nightly build.
There is a new setting in CBSubs settings, in Display / Unsubscribe, called "Show "Cancel Auto-recurring Payments" button" (and it's ON by default):
The "Unsubscribe" button is now labeled "Unsubscribe…", showing that it's not immediate, and the screen asking for confirmation now has, if auto-recurring payments are active, a new button to only cancel the automated renewals payments, but not the subscription itself.
#1437.