As noted above, our new MailChimp integration will only submit buyers to MC who have deliberately ticked the opt-in checkbox to subscribe to your newsletter. For direct card payments, we provide this opt-in box on our card checkout screen.
However, for buyers who go through PayPal checkout, we can currently only provide this opt-in box after checkout on our new thank-you/download pages. To check whether our new thank-you pages are enabled for your account (and enable them if not), sign into Seller Admin and click Try New Features in the top header.
We've had a few suggestions to put the opt-in box in our shopping cart before checkout, which seems like a good idea, so Development will be taking that into consideration while they are currently working on the next major revision to our cart.