If you would like to use the default MailChimp thank you page then you need to use the raw HTML <form> code from MailChimp (the "Naked" form, as they call it) and then use the Custom Form integration method inside of OptimizePress.
You can find the MailChimp "Naked" form code inside of your MailChimp account here: List > Signup Forms > Embedded Forms > Naked
Next, copy that HTML form code from MailChimp and then paste it inside the OptimizePress optin form editor. You want to select "Integration Type > Custom Form" at the top and then paste the code below where it says "Form HTML", as seen in this screenshot:
Finally, look below and make sure that the email and name fields are set correctly, as seen in this screenshot (please note that if you have other form fields they will also appear here and should be selected and verified):
After that, your optin form will take the user to the default MailChimp thank you page after they complete the optin process.