Thank you! I see the issue, now.
Since we have Subscriber Role Users who aren’t part of s2Member (customers and affiliates), we don’t assign Level 0 members to a mailing list. When I changed “Also Process List Transitions Automatically?” to “Yes (always automatically transition, even if NOT removed from a previous list)”, it started working as I expected.
I was assuming this setting was to override, in case of errors removing from lists. I didn’t understand it to mean that if someone wasn’t assigned to a list, they wouldn’t get transitioned.
Once I changed the setting and upgraded my test user, I immediately got my MailChimp confirmation email.
A note for your notes, when this setting is applied, the context Help for Users -> Edit User -> Allow List Transitioning second paragraph is incorrect.
You’ve configured s2Member with List Transitions enabled. By leaving this box checked, s2Member will Transition the User’s mailing list subscription(s) automatically. For example, if a Member is demoted from Level #2, down to Level #1; s2Member will add them to the Level #1 List(s) after it removes them from the Level #2 List(s).
However, the transition will ONLY occur, if s2Member IS able to successfully remove them from an existing List. In other words, if they are currently NOT subscribed to any List(s), s2Member will NOT transition them to any new Lists (intended behavior).