Currently it is not possible to use the "Test send"-functionality when creating a confirmation email for the DOI-process.
According to https://docs.microsoft.com/en-us/dynamics365/marketing/form-double-opt-in#create-a-subscription-confirmation-request-message this is a planned behavior.
The workaround is, to create a test subscription center and then test it (with the functionality, that's ok).

But when creating the email with the CI of the customer, it would be great if we can use the "Test send"-functionality without the DOI-logic behind, only for the layout of the mailing.