Programmatically subscribing all users to Mailchimp list with module
I'm pretty sure the MailChimp module doesn't actually store user subscriptions in the Drupal database, it picks up data from the MailChimp API when required.

What worked for me was to export all my Drupal users and import them into MailChimp through their website.  This is fine for a once-off, and you should be able to handle new and updated users directly through the module.