After I disabled the "subscribe to comments" plugin yesterday, I found out today that two people already extended the original plugin with a "double-opt-in" feature (Link 1, link 2, both [de]).
So I installed the latter and set it up so it sends you the following email the first time you subscribe to comments on this blog:
Note that this email will only be sent once, ever. If you accept it, you'll be able to subscribe to additional blog entries' comments without further hassle. If you ignore it, you won't be asked again.
"Le roi est mort, vive le roi." -- I hope this is a solution that everybody can live with. I'll go back to the original subscribe-to-comments if the author adds a double-opt-in solution himself, but until then we should be golden.
Sorry for the confusion :)