Mailchimp subscription opens separate form builder with error

[AnaisUrlichs]

Hi there, I have enabled subscription in the vex-hugo theme and provided both the mailchimp_form_action and the mailchimp_form_name in the config.toml. However, when I provide my email address in the subsciption form on the website, it then opens the form I created through 'embedded forms' in Mailchimp in a separate browser tap.
What I see on the site:

The form it opens once people click subscribe:

Is that the expected behaviour? It is a bit confusing. I would just like to post the email directly to MailChimp without sending users to a separate page.

This is the best tutorial I could find and I would like to have a similar user experience but it does not seem possible with this theme? Or am I doing something wrong? https://youtu.be/YB1jijL26FM