No status message when a anonymous user enter a wrong email address

function mailchimp_subscribe_user($list, $email, $merge_vars, $message = TRUE, $mcapi = NULL) {
  $success = FALSE;
  if ($mcapi || $mcapi = mailchimp_get_api_object()) {
    $double_optin = $list->settings['doublein'];

    $success = $mcapi->listSubscribe($list->mc_list_id, $email, $merge_vars, 'html', $double_optin, TRUE);

    if ($message && $success && $double_optin) {
      drupal_set_message(t('You have chosen to subscribe to %list. An email 
        will be sent to your address. Click the link in the email to confirm 
        the subscription.', array('%list' => $list->label)));
    }
    elseif ($message && $success) {
      drupal_set_message(t('You have subscribed to %list.', array('%list' => $list->label)));
    }

    // clear user cache, just in case there's some cruft leftover
    mailchimp_cache_clear_user($list->mc_list_id, $email);

    if ($success) {
      watchdog('mailchimp', '@email was subscribed to list @list.',
        array('@email' => $merge_vars['EMAIL'], '@list' => $list->label), WATCHDOG_NOTICE
      );
    }
    else {
      watchdog('mailchimp', 'A problem occurred subscribing @email to list @list. Message: @msg', array(
          '@email' => $merge_vars['EMAIL'],
          '@list' => $list->label,
          '@msg' => $mcapi->errorMessage,
        ), WATCHDOG_WARNING);
    }
  }

  return $success;
}

As i can see there is no drupal_set_message when user successfully signed up or a problem is occured, only two watchdogs.

It was my fault, sorry. Some retard deleted the anonymous user from the database.