About the list subscribes: this is something I already thought about myself for the next update ;-).
About the double opt-in: yes, this makes sense. However there are a number of things to consider:
So far each comment just gets a internal flag added that a notification should be send, if someone replies. If a double opt-in is needed, the e-mail-address needs to be handled separately, since the opt-in should not just apply to the single comment but to the e-mail-address itself. At least I would not like to confirm my subscription for every single comment for the same website all the time.
This also means, during an update of the plugin existing subscriptions need to be read and added to the list of known and confirmed e-mail-addresses, so they still work after the update.
The double opt-in itself can be abused as well. Just imagine a bot commenting many posts and asking for e-mail-notification. For one single blog this can be solved: before sending an opt-in-email the plugin must check, if this was already send before. But if multiple sites use the plugin people might get multiple confirmation requests. I’m not sure yet, if I really want to risk this.