In Newer version of Magento2, it has been resolved. but in your Magento version You need to overwrite controller
and put below code just after line 122
$subscriber = $this->_subscriberFactory->create()->loadByEmail($email);
&& $subscriber->getSubscriberStatus() == \Magento\Newsletter\Model\Subscriber::STATUS_SUBSCRIBED
throw new \Magento\Framework\Exception\LocalizedException(
__('This email address is already subscribed.')
to know about how to overwrite controller in Magento2, you can take reference of this link.