That functionality is not provided by the stock Wordpress, it's a plugin called "Subscribe To Comments" (http://txfx.net/code/wordpress/subscribe-to-comments/).

It looks like the author would be happy to accept patches that fix these shortcomings.

Thanks James, included your info in the post now.

but there are really enough examples of similar UI-nonsens in original wordpress-core.

The success message above the dialog is normal Wordpress behavior, so the authors of the plugin just followed the existing standard. What they probably didn't think of is that a person commenting in a Wordpress blog does not necessarily own a Wordpress blog him/herself and therefore may not be used to this standard.

The red warning dialog however is just plain wrong – it should be an informational one (and thus with white background).