When an email address is added, the subscriber would get an email that has to be verified to allow them to be added to your list. Are you certain they are actually getting messages that they've been added? They'd have to respond via a clickable link in the message to be put on the list.
Although I don't use DH's Announcement List feature right now (I'm on Mailchimp), I never found it to be sensitive to a mac.com or me.com email address.
Are you able to test it with for own MobileMe/iCloud account to see what happens?