Sorry forgot to get back on this, but I solved it.
The problem was that I didn’t have any lists yet in Mailchimp. There was an empty dropdown, but I didn’t look too closely at it. After I added a list, refreshed, and added the list in the “Email marketing provider integration” it was all working as expected.
Perhaps make that field required and put a message up for the dumbasses like me that use a clean Mailchimp account and don’t add a list :)?