Thanks for taking time to reply. Unfortunately, MailChimp support said that I should contact WordPress support. They said:
“It looks like the form that these bots are coming through is the WordPress one. Because of this, changing the audience defaults in your Mailchimp account wouldn’t affect reCAPTCHA for that form – though it’s definitely a good idea to have reCAPTCHA enabled on any Mailchimp forms you might use.
Because this isn’t a Mailchimp form, we wouldn’t be able to advise the best to enable reCAPTCHA. However, the following link will help you get in touch with WordPress Support”