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With Shopware 6.2.0 the newsletter configuration was restructured. As a result, separate settings are no longer required and the menu is now obsolete and has been removed.
In order to use the Double-Opt-In function for newsletter registration, it is now sufficient to assign a template of the type Newsletter Double-Opt-In in the e-mail templates to the sales channel in which the newsletter registration is to take place.
You can find more information about managing email templates here.