Just wondering because it seems that it would be redundant to have them verify their email for each subscription.
Perhaps you can make a feature where if you've subscribed from one IP address, you don't have to subscribe from it again (e.g. at home). But if you go to work or school, then you'd have to subscribe one more time for that IP address. That way once you're subscribed someone won't subscribe you from somewhere else. The email could say "You've subscribed from a new location, please verify by clicking the link..."
http://wordpress.org/extend/plugins/gurken-subscribe-to-comments/