When you select a list for a specific Membership plan, and when users sign up in that membership, they are not added in that assigned mailchimp list.
# Enable Mailchimp Addon.
# Go to Dashboard > Membership 2 > Memberships > Edit (any) > Select a Mailchimp List
# Now logout. Then signup for that membership you just edited.
# Check that list in Mailchimp.com . The user is not added to that assigned list.