We've been using MailChimp interest groups as a way of segmenting contacts with a given subset of interests. So, for example, we have a "Content updates" group with multiple sub-groups, based on the topics in which they're interested in receiving updates. Some UIs might expose those as checkboxes on a single subscription form, but in our case, we simply allow them to "Subscribe" to content updates for a given subset of content and the interest group is pre-selected.
However, the interest group integration is not additive. Therefore, the code doesn't check whether they're already subscribed to a sub-group. Signing up for one, therefore, removes you from any other.
We're in the process of switching from interest groups to tags. There isn't support for tags in the mailchimp module at this time, and it was too much work to try to resolve it here at this time. But I wanted to be sure the bug was documented in the issue queue.
In the meantime, we created a couple of patches that allow us to use the Webform MailChimp module to set arbitrary tags in MailChimp, which seems like a better alignment with MailChimp's use of tags than hidden interest groups. I'll be creating an issue in the Webform MailChimp issue queue as well.