If a Mailchimp list has interest groups that are hidden, _mailchimp_interest_groups_element() creates an empty fieldset for the user. There's nothing to show so the fieldset shouldn't be displayed. It's a minor detail but will tidy up the interface.
Use a flag to check that at least one set of Interest Groups aren't hidden, in which case return a drupal form element, otherwise return an empty array. A patch is attached with a proposed solution for review.