Double optin is OFF for Subscribe By Mail or should be for widgets and shortcodes. So, there should be a different message like "Thank You. Success" or something like that instead of "We sent you a confirmation email" cause we did not as double optin is ticked to OFF.
See here http://screencast.com/t/6FDaJm3w3
How can we adjust the message BOTH for the Subscribe By Email widgets and shortcodes to adjust this?