IMO it would be a very good feature to have. A preference center for new subscribers.
So people can choose for which segments they like to subscribe to and how often they want to receive emails, etc.
As far as I know currently there only exist workarounds for this quite common use case.
One is the way @dirk_s explains it.
Another is to create a campaign for it: 1 form & multiple segments - #4 by petertl
Or is there anything else?