Right, I forgot about that.. the fix I suggested simply confirms the user on all lists when they click a single confirmation link.
For users to remain unconfirmed, the confirmation email/process would still need to be enabled on each list. This means that multiple confirmation messages would be sent by default or one list would have no need for confirmation (as you are reporting).
I might be able to figure out a way to do this, possibly using ListMail's "signup-xtra.php" script that runs after signup, to set entries on lists with confirmation turned OFF to "unconfirmed". I'll make a note to try to do something tomorrow.
Regards