Mailchimp custom mail merge labels do not work on some forms

Question

I defined some custom mail merge tags in Mailchimp for testing. These tags work great when sending campaigns.

Exit Campaign (Email):

Testing Merge Tags Email: [e-mail] First name: FOO Just Testing: Testing Language ID: 0 

But the same merge tags do not work (except for the email address) in some forms, such as "Confirm email for confirmation" or "Unsubscribe form" in advanced mode (I have not tested other forms).

Exit the unsubscribe form:

 Email: [e-mail] First name: Just Testing: Language ID: 

The code below was used to test merge tags:

 Testing Merge Tags Email: *|EMAIL|* First name: *|FNAME|* Just Testing: *|MMERGE3|* Language ID: *|LANG_ID|* 

I am wondering if this is a bug in Mailchimp?

Thanks.