The user needs to be logged in for the subscription to be processed otherwise you get that message.
Feel free to post a link to your site and a test login if you wish. Aside from that all I can do is do as I have done checked our downloadable code and there is not an issue as I can see. There is no way configurations can affect the issue we are talking about. We are talking absolutes here. The only place the message your referring to is called in misc.php is once in that file and i have posted the if clause in my previous post. Here it is again right out of misc.php
Code:
Content visible to verified customers only.
The only way to trigger that message you get is for the user to not be logged in or the sub variable empty.