How to remove a fieldset from around a Mailchimp Subscription field?
You need to use YOURTHEME_form_alter of YOURMODULE_form_alter https://api.drupal.org/api/drupal/modules%21system%21system.api.php/function/hook_form_alter/7

there you can alter that form. dpm or print_r $form and see where that fieldset is defined and you can unset it

you will see something like

array( 
   'some_field' = array(
    '#title' = 'some title',
    '#type' = 'fieldset',
  )
)


then you can do

unset($form['some_field']['#type'])


that should do the job