The option "Subscribe or unsubscribe entity from a MailChimp list" is not a possible Action in the rules module, though "create a new mailchimp campaign" is.
I installed the Mailchimp module on a development site, which already had the most updated version of the Rules module, successfully connected a MailChimp audience to it, and have been able to subscribe to an audience via a form from MailChimp sign up. I tried installing on a different development site and got the same results. I see the .inc file that has the rule in it in the Mailchimp Lists submodule and made sure that my permissions were correct, and they were. I tried searching through reported issues and couldn't find a similar one.
Closed: won't fix
2.0
Lists Module
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It's likely this issue predates Contrib.social: some issue and comment data are missing.
Thanks for submitting this ticket — and sorry we didn’t get back to you about it sooner. We are cleaning up old issues and issue for old versions and are going to close this one. If this issue is still relevant for you, please re-open it and update the “Version” field, and include any updates to the behavior you are seeing.With a smaller issue queue, we’ll have an easier time getting back to you.