Click segmentation doesn't work with poll blocks at this time. Some other suggestions would be to either:
link to a webpage on your site with a coded form that allows for multiple list selections.
link to landing page forms for the individual lists you want to offer as sign up options.
While neither of these would satisfy the in-email options you're looking for, it would still present your contacts with the options for sign-up you want to offer. Otherwise, it'd be a matter of directing their attention to the email footer to use the Update Profile form.
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