A default Widget subscribe form with a Mailchimp hook is not supplying any feedback when AJAX is enabled but does when it's not. The only thing I think that's new is the WP 3.2 update. My second site which hasn't been updated still gives AJAX feeback (different server but same setup)...can you confirm that according to your setup it should/shouldn't still work? Safari 5.05 & Firefox 5 both on Mac OS X...work/don't for both sites. ie, did it break for all 3.2 or just me. :)
http://64.64.10.134/~tav/ no AJAX wp3.2 Dev site; bottom left footer subscribe form; get wp dashboard data and mailchimp data - just the "thanks for subscribing" language doesn't work - but used to
http://www.butlercinematography.com/inquire/ gives AJAX feedback correctly wp3.14