While I've never tried segmenting in MailChimp (or automated list assigning) you can come close manually with different/unique blocks.
You can create a few different lists and then have entries added to those specific lists using different form blocks/newsletter blocks.
For example, to add someone to a ‘new product updates’ list, you can create a list like this in MailChimp and then tell users to sign up for product updates on your site. Then assign that particular block to enter the customer data into your ‘new product updates’ list on MailChimp.
Rinse and repeat for various lists.
Having said that, I’m completely in the dark when it comes to automatically segmenting based on demographic data via one block across the entire site. And if anyone does have information on this, I’d love to hear it as well.