Hello,
it's by desing in Kentico. For each Newsletter the confirmation is sent.
You can clone the NewsletterSubscriptionWebPart and modify it in the function Save(..) to meet your requirements.
To disable the confirmation email you need to setup SendConfirmation and RequireOptIn to false.
mSubscriptionService.Subscribe(subscriber.SubscriberID, newsletter.NewsletterID, new SubscribeSettings()
{
SendConfirmationEmail = SendConfirmationEmail,
RequireOptIn = true,
RemoveAlsoUnsubscriptionFromAllNewsletters = true,
});