Greetings,
Sorry, this request got lost in the mix.
Welcome, confirmation and some notification messages use PHP mail() (as opposed to SMTP for larger list email). I suspect there may be a problem with the function on your server. Do you receive the welcome message when you use the form-based subscription method?
If yes, then this could be a bug. ListMail should send the (same) welcome message with either method of subscription.
Regards