It works if they are on the same list but not if you have various lists. I have consolidated all my contacts into one list and I manage everything with tags. Then it should work.
Personally, I dislike double layer authentication and recommend turning it off on your subscriber forms. Of course, doing so is not intuitive, as they’ve buried that option in a place where you might not even know it exists and that you can turn it off. (Form, Options, click on the pencil icon next to “Subcribe”).
If it’s a public form, such as on your website, and you want some protection, once you turn it off, you can add a Captcha field from the right, and then people will need to confirm with Captcha when they subscribe - and no more authentication emails (which a lot of people I just discovered have not even received, and therefore they were now considered “unconfirmed” - and therefore, AC hasn’t sent them any email from me since without my knowledge of that!). I’m guessing this will increase your subscriber level significantly.