If you want to send your subscribers translated email messages (for the confirmation email etc.) then you may want to send your site language to Mailchimp.
By default, the plugin will send the language of the
browser your visitor is using. This might be a better
idea than sending your site language, especially if you
only have a few WPML languages configured.
An easy way to do this is by downloading our Mailchimp for WordPress – WPML integration and then browsing to the Mailchimp for WordPress > WPML settings page after activating it.
Enabling the “Set subscriber language” will send the site language to Mailchimp.