Why the opt-in process works the way it does
It might not seem obvious, but there is a legitimately good reason why subscribing to newsletters or mailing lists requires a two step process.
The first stage of subscribing to a web site is to provide your name and email address. While this is actually all the information the system needs to start your subscription, but it hasn't been activated yet because this one stage alone doesn't do enough to prevent users from unwittingly being subscribed to information they didn't ask for. If that was the case, I could for example subscribe a friend to a web site without his consent as long as I know his email address.
This is where the second part of the subscription process is introduced - actually opting in - where a request with an activation link is sent to the email address that was used to subscribe. This prevents me from subscribing somebody else, as I won't be able to activate the request because the confirmation email was not sent to me.
The subscription is only activated when the person who received the request clicks the activation link, as it is rightfully assumed that the only person who has access to that email request is the email account holder. Therefore, only they can opt-in for the subscription, and not anyone else on their behalf.
So while this extra process of checking your email and clicking the link might seem like a slight annoyance, it's actually designed to prevent you from being unwittingly subscribed to newsletters and services you didn't ask for.