Thanks @krumch, I appreciate your response.
I raised the issue with S2Member support as well and installed a hack which works for me for now.
BTW, for anyone who wants to know the hack, here it is:
Create the following directory and file:
../wp-content/mu-plugins/s2-hacks.php
All that needs to be added to s2-hacks.php are these two lines:
<?php
add_filter(‘ws_plugin__s2member_mailchimp_double_optin’, ‘__return_false’);