On my use of this module I use opt/in single for my newsletter so dont use email confirmations.
However I turned it on on (set opt/in to double) on my dev system to test it out. It worked as expected.
BUT I dont use a review order screen, I go straight from checkout to order submitted.
If you use a review order page then In uc_subscribe_news.module line 26 you will see I have a comment about changing the default value from 1 to $arg1->data['subscribe_action'] ?1:0
This is so that the value is saved in the order and so correct at the review page.
Let me know if that doesent work and I will explore further, but Im not well versed on simplenews functionality.