That's an odd one. It may just be that people are closing the page before seeing that there is more to do. Or possibly you don;t have clear instructions on the thank you page? You could always follow up manually and remind them that they need to confirm to get their purchase.

But yeah, alternatively you can just turn off the opt-in requirement. It could theoretically hurt deliverability rates, and you would never have any way of proving the person wanted to be on your list if you were ever accused of spamming people. But neither has ever been an issue in any case that I have ever heard of. I am turning off confirmed opt in more and more these days. You should be fine to do so.