I think I would do two things. I’d click the link, which will make the original message be delivered. Then, I’d write a follow-up email, explaining why there was such a long delay in the mail being delivered. I don’t think you’ll have a problem that way. In the second email, ask the recipient to respond and let you know if they do or do not want to be on the mailing list.
MAKE SURE you send the second message from the same email address as the original. That will prevent you from starting trouble with a second set of confirmations.
This whole occurrence probably does NOT mean that the subscriber didn’t want your email. If they subscribed, they almost certainly do want it. They just have this spam-prevention process in place. For the first message from a particular email address to ever be delivered, you must verify you’re a real sender by confirming via the link they’re sending. Once you’re confirmed, future emails will be delivered just fine.
It’s actually not a bad way to protect yourself from spam. I’m tempted to do that myself.