Hi,
According to the inline-help in the module the content in the field Confirmation message spould replace the default confirmation message.
I just tested the use of this field and noticed that the content of the field is displayed above the default confirmation message instead of replacing it. I'm not sure if this is a bug or a wrong inline-help text.
Thank you for reporting the issue, I'll notify our developers about it.
If you want to change the default confirmation message you can also modify the translation string by editing the language file. You can do this in Acymailing->Configuration on the Languages tab. It's documented here: https://docs.acymailing.com/setup/configuration/languages#translations
The string you need to alter is ACYM_CONFIRMATION_SENT