Only send new subscriber notification after opt-in is confirmed
When opt-in confirmation is required, it should be possible to choose to receive notifications when a confirmation is done.
Personally, I'd turn off the notification after signup and turn on the notification after opt-in confirmation, because most likely, unconfirmed subscribers are spammers.
Rich Hamilton commented
Actually, this is easy to do. Just set up a message, day 0, with a destination email address so it goes to you instead of the subscriber!