If you have regular updates and newsletters to send to donors, it is not recommended to send a mass email to every donor you have. It can annoy donors who don't want the extra communication.
Donorbox has a feature to mark which donors want to be part of your mailing list, so you can target only the donors who want to hear from you.
This permission is saved under the "Join Mailing List" field in your donor list. If you'd like to see it, you can export the CSV file of donors and search there.
The Donorbox/MailChimp integration is programmed to use the "Join Mailing List" field to extract the donors who have given permission. If you don't use the Email Subscription option and your permissions get stored in a different field (ie. Custom Questions), the integration will not work. This is because the mismatched fields in your donor list will not sync correctly with MailChimp. Therefore, it is not recommended to use Custom Questions to get permission to mail donors.